+9.9%
HWM vs KEY
+25.9%
-16.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +7.3% | +2.9% | +4.4% | +6.2% |
| 30D | +1.6% | +8.4% | -6.9% | -1.1% |
| 3M | -21.9% | -5.8% | -16.1% | -20.0% |
| 6M | -19.0% | +5.4% | -24.5% | -20.1% |
| YTD | +7.9% | +7.1% | +0.9% | +3.6% |
| 1Y | +9.9% | +26.8% | -16.9% | +3.1% |
| All | +9.9% | +25.9% | -16.0% | +3.1% |
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 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