+743.1%
KEYS vs HAS
+102.4%
+640.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | -4.5% | +3.3% | -7.7% | -5.5% |
| 30D | -23.9% | +30.5% | -54.4% | -30.5% |
| 3M | -13.1% | +29.9% | -43.0% | -20.7% |
| 6M | -19.1% | +26.5% | -45.7% | -26.0% |
| YTD | +43.4% | +51.9% | -8.5% | +23.0% |
| 1Y | +58.8% | +60.9% | -2.1% | +33.7% |
| 3Y | +134.6% | +215.0% | -80.4% | +56.6% |
| 5Y | +58.7% | +51.5% | +7.2% | +31.0% |
| All | +743.1% | +102.4% | +640.7% | +533.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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