+238.5%
KEY vs HIG
+967.2%
-728.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.5% |
| 7D | -1.3% | +1.1% | -2.3% | -1.8% |
| 30D | +5.1% | +5.6% | -0.4% | +2.5% |
| 3M | -7.1% | -6.9% | -0.2% | -4.2% |
| 6M | -4.4% | +1.3% | -5.7% | -5.5% |
| YTD | +4.0% | -1.5% | +5.5% | +4.0% |
| 1Y | +23.4% | +6.6% | +16.8% | +19.0% |
| 3Y | +113.9% | +91.2% | +22.7% | +57.7% |
| 5Y | +12.3% | +106.1% | -93.7% | -17.9% |
| 10Y | +125.5% | +283.7% | -158.2% | +31.0% |
| All | +238.5% | +967.2% | -728.7% | -13.9% |
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