+12.2%
KEY vs HDB
-24.7%
+37.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.2% |
| 7D | -1.3% | +13.3% | -14.6% | -5.8% |
| 30D | +5.1% | +13.6% | -8.4% | +0.1% |
| 3M | -7.1% | +5.8% | -12.9% | -9.4% |
| 6M | -4.4% | -1.9% | -2.5% | -4.5% |
| YTD | +4.0% | -31.2% | +35.2% | +19.1% |
| 1Y | +23.4% | -29.6% | +53.0% | +39.6% |
| 3Y | +113.9% | -10.1% | +124.0% | +111.5% |
| All | +12.2% | -24.7% | +37.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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