+1,352.0%
HWM vs KEY
+124.1%
+1,227.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -4.5% |
| 7D | -2.4% | -2.5% | 0.0% | -1.1% |
| 30D | -13.3% | +4.1% | -17.3% | -15.1% |
| 3M | -31.0% | -8.4% | -22.7% | -27.9% |
| 6M | -17.1% | -2.3% | -14.9% | -16.5% |
| YTD | -1.9% | +4.6% | -6.4% | -5.0% |
| 1Y | -2.4% | +24.6% | -27.0% | -14.1% |
| 3Y | +322.2% | +112.8% | +209.4% | +165.8% |
| 5Y | +509.8% | +12.9% | +496.9% | +412.3% |
| 10Y | +1,453.8% | +126.7% | +1,327.1% | +673.6% |
| All | +1,352.0% | +124.1% | +1,227.8% | +625.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling