+96.5%
KEYS vs HDB
-33.5%
+130.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.9% | -2.9% | +3.0% |
| 7D | +3.5% | +0.7% | +2.8% | +3.2% |
| 30D | -4.5% | +1.0% | -5.5% | -4.8% |
| 3M | -0.4% | -2.0% | +1.6% | -1.1% |
| 6M | +19.1% | -18.1% | +37.2% | +20.2% |
| YTD | +66.7% | -36.1% | +102.8% | +63.5% |
| 1Y | +96.5% | -34.0% | +130.5% | +91.0% |
| All | +96.5% | -33.5% | +130.0% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling