+1,018.0%
KEYS vs HBM
+619.2%
+398.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +3.5% | -3.3% | +6.8% | +4.1% |
| 30D | -4.5% | -4.8% | +0.3% | -3.8% |
| 3M | -0.4% | -0.4% | 0.0% | -0.9% |
| 6M | +19.1% | +17.9% | +1.3% | +13.8% |
| YTD | +66.7% | +33.7% | +32.9% | +55.1% |
| 1Y | +96.5% | +95.6% | +0.9% | +69.8% |
| 3Y | +155.2% | +458.1% | -303.0% | +78.2% |
| 5Y | +88.0% | +329.0% | -241.0% | +31.5% |
| All | +1,018.0% | +619.2% | +398.8% | +514.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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