-6.9%
HUM vs KEY
+127.4%
-134.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +6.9% | -0.5% | +7.4% | +7.0% |
| 30D | +3.2% | +6.7% | -3.5% | +1.6% |
| 3M | +20.0% | -4.6% | +24.6% | +21.1% |
| 6M | +63.5% | +2.6% | +60.9% | +62.0% |
| YTD | +75.9% | +7.0% | +69.0% | +72.3% |
| 1Y | +85.7% | +23.5% | +62.2% | +76.1% |
| All | -6.9% | +127.4% | -134.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling