+167.0%
KEY vs HIG
+304.7%
-137.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.1% |
| 7D | +2.7% | -1.1% | +3.8% | +3.7% |
| 30D | -3.2% | -4.9% | +1.7% | +0.9% |
| 3M | +1.0% | +6.8% | -5.8% | -5.5% |
| 6M | +11.9% | -1.7% | +13.6% | +12.0% |
| YTD | +8.7% | -0.2% | +8.9% | +7.3% |
| 1Y | +18.5% | +5.7% | +12.8% | +10.6% |
| 3Y | +124.0% | +100.3% | +23.7% | +14.3% |
| 5Y | +40.8% | +118.5% | -77.7% | -31.7% |
| 10Y | +167.0% | +309.7% | -142.7% | -27.4% |
| All | +167.0% | +304.7% | -137.7% | -27.4% |
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