+55.5%
KEYS vs HAS
+51.1%
+4.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.6% |
| 7D | -3.3% | +2.2% | -5.5% | -4.1% |
| 30D | -24.5% | +29.6% | -54.1% | -31.7% |
| 3M | -15.3% | +30.3% | -45.5% | -23.6% |
| 6M | -19.8% | +25.6% | -45.4% | -27.2% |
| YTD | +42.2% | +50.8% | -8.6% | +19.7% |
| 1Y | +59.8% | +63.0% | -3.2% | +30.4% |
| 3Y | +137.0% | +211.6% | -74.5% | +49.0% |
| 5Y | +55.5% | +50.4% | +5.1% | +36.7% |
| All | +55.5% | +51.1% | +4.4% | +36.7% |
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