+1,058.3%
KEYS vs HAS
+153.5%
+904.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +2.3% | -1.8% | +4.1% | +2.9% |
| 30D | -2.6% | +2.3% | -4.9% | -3.4% |
| 3M | -4.6% | +10.4% | -15.0% | -8.1% |
| 6M | +8.7% | -3.2% | +12.0% | +9.0% |
| YTD | +61.0% | +15.4% | +45.6% | +52.2% |
| 1Y | +96.0% | +18.8% | +77.2% | +83.3% |
| 3Y | +144.4% | +43.9% | +100.5% | +110.1% |
| 5Y | +80.5% | +13.9% | +66.6% | +64.4% |
| 10Y | +974.9% | +56.4% | +918.5% | +739.8% |
| All | +1,058.3% | +153.5% | +904.8% | +721.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling