+106.3%
KEY vs HDB
+3,812.1%
-3,705.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | -3.0% | -2.8% | -0.2% | -1.8% |
| 3M | +3.3% | -3.5% | +6.9% | +4.3% |
| 6M | +9.2% | -24.7% | +33.9% | +23.6% |
| YTD | +10.6% | -36.6% | +47.2% | +35.9% |
| 1Y | +20.4% | -34.4% | +54.8% | +44.9% |
| 3Y | +121.8% | -24.4% | +146.2% | +142.5% |
| 5Y | +41.1% | -35.4% | +76.5% | +63.4% |
| 10Y | +168.5% | +39.5% | +129.0% | +101.6% |
| All | +106.3% | +3,812.1% | -3,705.8% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling