+1,071.7%
KEYS vs HBM
+306.8%
+764.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +2.9% | +5.5% | -2.6% | +2.0% |
| 30D | -1.3% | +3.3% | -4.6% | -2.0% |
| 3M | -0.1% | +12.7% | -12.8% | -2.6% |
| 6M | +17.4% | +28.2% | -10.8% | +11.1% |
| YTD | +62.9% | +45.3% | +17.6% | +50.7% |
| 1Y | +95.7% | +121.7% | -26.0% | +68.2% |
| 3Y | +150.2% | +523.5% | -373.3% | +78.2% |
| 5Y | +83.1% | +393.9% | -310.8% | +30.1% |
| 10Y | +1,020.9% | +647.9% | +373.0% | +563.6% |
| All | +1,071.7% | +306.8% | +764.9% | +582.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling