+1,020.9%
KEYS vs HAS
+54.3%
+966.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +2.9% | -4.8% | +7.8% | +4.6% |
| 30D | -1.3% | -5.1% | +3.8% | +0.3% |
| 3M | -0.1% | +6.4% | -6.5% | -2.6% |
| 6M | +17.4% | -5.6% | +23.0% | +18.6% |
| YTD | +62.9% | +11.0% | +51.9% | +55.7% |
| 1Y | +95.7% | +16.8% | +79.0% | +83.8% |
| 3Y | +150.2% | +44.0% | +106.2% | +114.5% |
| 5Y | +83.1% | +11.0% | +72.1% | +68.1% |
| 10Y | +1,020.9% | +56.0% | +964.9% | +831.4% |
| All | +1,020.9% | +54.3% | +966.7% | +831.4% |
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