+83.1%
KEYS vs HDB
-38.7%
+121.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +2.9% | -4.9% | +7.8% | +4.5% |
| 30D | -1.3% | -5.8% | +4.5% | +0.4% |
| 3M | -0.1% | -5.2% | +5.1% | +0.7% |
| 6M | +17.4% | -25.7% | +43.1% | +28.1% |
| YTD | +62.9% | -39.6% | +102.5% | +90.3% |
| 1Y | +95.7% | -36.9% | +132.7% | +124.5% |
| 3Y | +150.2% | -29.7% | +179.9% | +169.4% |
| 5Y | +83.1% | -37.8% | +120.9% | +103.3% |
| All | +83.1% | -38.7% | +121.8% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling