+446.9%
KEY vs HBM
+613.3%
-166.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +2.2% | -6.4% | +8.6% | +3.8% |
| 30D | -3.0% | +5.9% | -8.9% | -4.7% |
| 3M | +3.3% | -8.9% | +12.2% | +3.9% |
| 6M | +9.2% | +10.7% | -1.5% | +3.0% |
| YTD | +10.6% | +38.3% | -27.6% | -2.7% |
| 1Y | +20.4% | +121.3% | -100.9% | -7.4% |
| 3Y | +121.8% | +450.6% | -328.7% | +28.1% |
| 5Y | +41.1% | +338.0% | -296.9% | -18.9% |
| 10Y | +168.5% | +578.6% | -410.1% | +11.7% |
| All | +446.9% | +613.3% | -166.5% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling