+167.0%
KEY vs HBM
+599.4%
-432.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.5% | -3.2% |
| 7D | +2.7% | +7.4% | -4.6% | +0.9% |
| 30D | -3.2% | +5.1% | -8.3% | -4.7% |
| 3M | +1.0% | +11.1% | -10.2% | -3.1% |
| 6M | +11.9% | +30.2% | -18.3% | +1.3% |
| YTD | +8.7% | +46.2% | -37.5% | -5.9% |
| 1Y | +18.5% | +120.0% | -101.6% | -9.0% |
| 3Y | +124.0% | +527.4% | -403.5% | +23.2% |
| 5Y | +40.8% | +400.4% | -359.6% | -22.9% |
| 10Y | +167.0% | +621.5% | -454.5% | +5.1% |
| All | +167.0% | +599.4% | -432.4% | +5.1% |
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