+1,018.0%
KEYS vs HIG
+313.7%
+704.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -1.5% | +4.9% | +3.9% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -0.4% | +6.7% | -7.1% | -2.9% |
| 6M | +19.1% | +2.0% | +17.2% | +17.5% |
| YTD | +66.7% | +0.3% | +66.4% | +65.0% |
| 1Y | +96.5% | +4.2% | +92.3% | +91.8% |
| 3Y | +155.2% | +102.2% | +52.9% | +100.4% |
| 5Y | +88.0% | +118.5% | -30.5% | +43.4% |
| All | +1,018.0% | +313.7% | +704.3% | +555.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling