+1,058.3%
KEYS vs HDB
+107.3%
+951.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | +2.3% | +0.4% | +1.8% | +2.1% |
| 30D | -2.6% | -2.8% | +0.2% | -1.8% |
| 3M | -4.6% | -3.5% | -1.1% | -4.1% |
| 6M | +8.7% | -24.7% | +33.5% | +18.1% |
| YTD | +61.0% | -36.6% | +97.6% | +84.3% |
| 1Y | +96.0% | -34.4% | +130.4% | +121.3% |
| 3Y | +144.4% | -24.4% | +168.8% | +157.8% |
| 5Y | +80.5% | -35.4% | +115.9% | +97.6% |
| 10Y | +974.9% | +39.5% | +935.4% | +761.7% |
| All | +1,058.3% | +107.3% | +951.0% | +699.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling