+18.2%
HYG vs KEYS
+76.0%
-57.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +0.7% |
| 7D | -0.8% | -3.7% | +2.9% | -0.4% |
| 30D | -0.9% | -12.0% | +11.0% | +0.3% |
| 3M | -0.3% | -10.2% | +9.9% | +0.5% |
| 6M | +2.2% | +12.6% | -10.4% | +0.1% |
| YTD | +1.4% | +55.0% | -53.6% | -5.1% |
| 1Y | +2.9% | +84.7% | -81.8% | -6.2% |
| 3Y | +25.2% | +136.6% | -111.4% | +8.0% |
| 5Y | +18.2% | +76.8% | -58.6% | +4.2% |
| All | +18.2% | +76.0% | -57.8% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling