+83.7%
KEYS vs HAS
+10.2%
+73.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.8% |
| 7D | +4.4% | -3.1% | +7.5% | +5.6% |
| 30D | -2.2% | -2.7% | +0.5% | -1.3% |
| 3M | +0.5% | +8.9% | -8.4% | -3.3% |
| 6M | +22.4% | -2.9% | +25.3% | +22.4% |
| YTD | +64.1% | +12.6% | +51.5% | +54.6% |
| 1Y | +97.0% | +17.5% | +79.5% | +82.3% |
| 3Y | +152.0% | +46.2% | +105.8% | +109.5% |
| 5Y | +83.7% | +12.6% | +71.2% | +82.7% |
| All | +83.7% | +10.2% | +73.5% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling