-37.0%
KEEL vs HTZ
-87.1%
+50.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.0% | +12.5% | +8.9% |
| 7D | +21.5% | -2.5% | +24.0% | +22.1% |
| 30D | -3.9% | -3.7% | -0.1% | -4.0% |
| 3M | -34.1% | -57.0% | +22.9% | -21.1% |
| 6M | +82.8% | -47.0% | +129.8% | +101.6% |
| YTD | +58.7% | -57.5% | +116.2% | +86.4% |
| 1Y | +191.4% | -63.5% | +254.9% | +243.0% |
| 3Y | +205.7% | -86.3% | +292.1% | +400.6% |
| 5Y | -37.0% | -86.8% | +49.8% | +26.0% |
| All | -37.0% | -87.1% | +50.2% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling