+22.6%
KEY vs HIG
+9.1%
+13.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | +0.5% | +2.1% | -1.6% | -0.1% |
| 30D | +6.9% | +6.7% | +0.1% | +4.8% |
| 3M | -5.0% | -1.9% | -3.1% | -4.4% |
| 6M | +0.7% | +5.3% | -4.6% | -1.8% |
| YTD | +6.5% | +1.3% | +5.1% | +5.4% |
| 1Y | +22.6% | +7.2% | +15.4% | +21.7% |
| All | +22.6% | +9.1% | +13.5% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling