+105.3%
KEY vs HIG
+268.7%
-163.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -2.2% |
| 7D | +0.5% | +2.1% | -1.6% | -1.4% |
| 30D | +6.9% | +6.7% | +0.1% | +0.8% |
| 3M | -5.0% | -1.9% | -3.1% | -3.9% |
| 6M | +0.7% | +5.3% | -4.6% | -5.2% |
| YTD | +6.5% | +1.3% | +5.1% | +3.3% |
| 1Y | +22.6% | +7.2% | +15.4% | +12.8% |
| 3Y | +125.3% | +96.6% | +28.7% | +16.5% |
| 5Y | +13.9% | +110.0% | -96.1% | -43.1% |
| 10Y | +105.3% | +268.4% | -163.0% | -39.2% |
| All | +105.3% | +268.7% | -163.3% | -39.2% |
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