+247.6%
KEY vs HIG
+974.1%
-726.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.0% | +2.4% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | +7.2% | +4.5% | +2.8% | +5.1% |
| 3M | -4.9% | -5.5% | +0.6% | -2.6% |
| 6M | +1.1% | +3.1% | -2.0% | -0.9% |
| YTD | +6.8% | -0.8% | +7.6% | +6.5% |
| 1Y | +23.3% | +6.1% | +17.2% | +19.1% |
| 3Y | +126.1% | +94.1% | +32.0% | +65.5% |
| 5Y | +15.2% | +106.4% | -91.2% | -15.9% |
| 10Y | +113.6% | +265.1% | -151.5% | +26.5% |
| All | +247.6% | +974.1% | -726.6% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling