-1.1%
KEEL vs HTZ
-90.6%
+89.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.7% | +0.9% |
| 7D | +19.3% | -10.4% | +29.7% | +22.6% |
| 30D | +9.1% | -2.4% | +11.5% | +8.3% |
| 3M | -31.5% | -60.9% | +29.3% | -16.7% |
| 6M | +75.8% | -50.2% | +126.1% | +96.3% |
| YTD | +57.9% | -59.7% | +117.6% | +86.5% |
| 1Y | +133.3% | -66.0% | +199.3% | +177.8% |
| 3Y | +204.1% | -87.1% | +291.2% | +371.5% |
| 5Y | -37.5% | -86.9% | +49.3% | +28.7% |
| All | -1.1% | -90.6% | +89.5% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling