+99.5%
KEY vs HBM
+274.8%
-175.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | -1.3% | +0.7% | -0.3% |
| 30D | +6.7% | -14.8% | +21.5% | +10.5% |
| 3M | -4.6% | -20.7% | +16.1% | -0.2% |
| 6M | +2.6% | -13.9% | +16.5% | +3.0% |
| YTD | +7.0% | +10.6% | -3.7% | -1.6% |
| 1Y | +23.5% | +32.4% | -8.9% | +7.9% |
| 3Y | +126.4% | +432.0% | -305.6% | +28.1% |
| 5Y | +13.0% | +205.5% | -192.4% | -30.3% |
| 10Y | +99.5% | +291.1% | -191.6% | -11.8% |
| All | +99.5% | +274.8% | -175.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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