+60.6%
HYG vs KEYS
+1,113.8%
-1,053.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.5% |
| 7D | -0.7% | +3.5% | -4.2% | -1.1% |
| 30D | -0.7% | -4.5% | +3.7% | -0.3% |
| 3M | -0.2% | -0.4% | +0.2% | -0.5% |
| 6M | +1.4% | +19.1% | -17.7% | -1.4% |
| YTD | +1.5% | +66.7% | -65.2% | -6.0% |
| 1Y | +2.9% | +96.5% | -93.6% | -7.0% |
| 3Y | +25.6% | +155.2% | -129.5% | +8.0% |
| 5Y | +18.6% | +88.0% | -69.4% | +5.1% |
| 10Y | +55.7% | +1,046.8% | -991.0% | +8.9% |
| All | +60.6% | +1,113.8% | -1,053.2% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling