+1,387.4%
HWM vs KEY
+122.9%
+1,264.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.7% |
| 7D | +3.3% | -1.3% | +4.6% | +4.0% |
| 30D | -7.6% | +5.1% | -12.7% | -10.1% |
| 3M | -28.9% | -7.1% | -21.8% | -26.2% |
| 6M | -19.7% | -4.4% | -15.3% | -18.2% |
| YTD | +0.5% | +4.0% | -3.5% | -2.4% |
| 1Y | +0.3% | +23.4% | -23.2% | -11.3% |
| 3Y | +325.8% | +113.9% | +211.9% | +167.2% |
| 5Y | +524.7% | +12.3% | +512.4% | +426.2% |
| 10Y | +1,491.8% | +125.5% | +1,366.3% | +694.7% |
| All | +1,387.4% | +122.9% | +1,264.5% | +645.5% |
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