+4.4%
HWM vs KEYS
+55.9%
-51.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.3% | +2.0% | -2.8% |
| 7D | +9.4% | -14.8% | +24.2% | +13.6% |
| 30D | -7.0% | -25.6% | +18.6% | -0.5% |
| 3M | -25.9% | -16.2% | -9.6% | -22.9% |
| 6M | -10.8% | -18.6% | +7.8% | -7.3% |
| YTD | +4.3% | +40.7% | -36.4% | -5.6% |
| 1Y | +4.4% | +59.6% | -55.2% | -8.7% |
| All | +4.4% | +55.9% | -51.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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