+48.6%
HUM vs KEY
+18.3%
+30.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | -1.8% | +0.3% | -1.1% |
| 30D | +7.5% | -3.3% | +10.8% | +8.2% |
| 3M | +10.2% | -0.2% | +10.4% | +9.9% |
| 6M | +132.5% | +12.1% | +120.4% | +123.7% |
| YTD | +57.6% | +8.4% | +49.2% | +53.1% |
| 1Y | +48.6% | +17.6% | +30.9% | +45.7% |
| All | +48.6% | +18.3% | +30.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling