+124.0%
KEY vs USHY
+27.8%
+96.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | -3.2% | 0.0% | -3.2% | -3.2% |
| 3M | +1.0% | +1.2% | -0.2% | -3.0% |
| 6M | +11.9% | +2.6% | +9.3% | +2.1% |
| YTD | +8.7% | +2.4% | +6.3% | 0.0% |
| 1Y | +18.5% | +4.2% | +14.2% | +2.4% |
| 3Y | +124.0% | +28.0% | +95.9% | +1.0% |
| All | +124.0% | +27.8% | +96.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling