+1,018.0%
KEYS vs HDB
+42.1%
+975.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.9% | -2.9% | +1.8% |
| 7D | +3.5% | +0.7% | +2.8% | +3.2% |
| 30D | -4.5% | +1.0% | -5.5% | -4.9% |
| 3M | -0.4% | -2.0% | +1.6% | -0.5% |
| 6M | +19.1% | -18.1% | +37.2% | +25.7% |
| YTD | +66.7% | -36.1% | +102.8% | +90.1% |
| 1Y | +96.5% | -34.0% | +130.5% | +121.2% |
| 3Y | +155.2% | -26.7% | +181.8% | +171.9% |
| 5Y | +88.0% | -33.9% | +121.9% | +103.8% |
| All | +1,018.0% | +42.1% | +975.9% | +821.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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