-11.2%
HUM vs KEY
+121.2%
-132.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +3.7% | -3.3% | +7.0% | +4.4% |
| 3M | +10.4% | -0.7% | +11.1% | +10.4% |
| 6M | +125.7% | +12.5% | +113.2% | +119.9% |
| YTD | +57.3% | +8.4% | +48.9% | +54.3% |
| 1Y | +48.6% | +18.4% | +30.2% | +43.2% |
| All | -11.2% | +121.2% | -132.4% | -16.1% |
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