+1,579.2%
HWM vs KEY
+121.9%
+1,457.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +3.7% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | -3.9% | +7.2% | -11.1% | -7.5% |
| 3M | -23.2% | -4.9% | -18.3% | -21.3% |
| 6M | -20.0% | +1.1% | -21.0% | -20.7% |
| YTD | +5.7% | +6.8% | -1.1% | +1.2% |
| 1Y | +4.9% | +23.3% | -18.4% | -7.1% |
| 3Y | +347.0% | +126.1% | +220.9% | +172.1% |
| 5Y | +563.0% | +15.2% | +547.8% | +451.1% |
| 10Y | +1,579.2% | +113.6% | +1,465.6% | +753.1% |
| All | +1,579.2% | +121.9% | +1,457.3% | +753.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling