-77.9%
KEEL vs HTZ
-95.0%
+17.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | +3.7% | -16.4% | +20.1% | +9.7% |
| 30D | -35.7% | -15.1% | -20.6% | -32.6% |
| 3M | -49.5% | -28.2% | -21.3% | -45.3% |
| 6M | -50.6% | -73.1% | +22.4% | -31.8% |
| YTD | -16.6% | -68.3% | +51.7% | +6.9% |
| 1Y | -46.4% | -75.2% | +28.8% | -26.1% |
| 3Y | +63.3% | -81.1% | +144.5% | +104.1% |
| 5Y | -77.9% | -95.0% | +17.1% | -42.2% |
| All | -77.9% | -95.0% | +17.1% | -42.2% |
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