+141.4%
KEYS vs HDB
-7.5%
+148.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.2% |
| 7D | +9.4% | +2.7% | +6.6% | +9.0% |
| 30D | -16.8% | +14.1% | -30.9% | -18.3% |
| 3M | -15.9% | +11.8% | -27.7% | -17.3% |
| 6M | -17.6% | +8.2% | -25.7% | -18.9% |
| YTD | +46.5% | -29.3% | +75.8% | +53.9% |
| 1Y | +66.9% | -28.8% | +95.7% | +75.0% |
| 3Y | +141.4% | -7.5% | +148.9% | +142.1% |
| All | +141.4% | -7.5% | +148.9% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling