+94.2%
KEY vs HIG
+261.7%
-167.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.2% |
| 7D | +2.9% | +2.6% | +0.3% | +0.6% |
| 30D | +8.4% | +4.2% | +4.3% | +4.5% |
| 3M | -5.8% | +0.2% | -6.0% | -6.4% |
| 6M | +5.4% | +4.6% | +0.8% | -0.2% |
| YTD | +7.1% | +1.1% | +5.9% | +4.1% |
| 1Y | +26.8% | +4.7% | +22.1% | +19.2% |
| 3Y | +128.7% | +95.5% | +33.2% | +19.0% |
| 5Y | +13.6% | +111.7% | -98.0% | -43.6% |
| All | +94.2% | +261.7% | -167.5% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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