+96.0%
KEYS vs HIG
+5.1%
+90.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.1% |
| 7D | +2.3% | +0.3% | +2.0% | +2.4% |
| 30D | -2.6% | -3.2% | +0.6% | -3.3% |
| 3M | -4.6% | +9.1% | -13.8% | -3.6% |
| 6M | +8.7% | -1.8% | +10.5% | +10.8% |
| YTD | +61.0% | +1.8% | +59.3% | +64.2% |
| 1Y | +96.0% | +4.6% | +91.4% | +101.7% |
| All | +96.0% | +5.1% | +90.9% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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