+90.1%
KEYS vs HIG
+116.1%
-26.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -1.5% | +4.9% | +4.0% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -0.4% | +6.7% | -7.1% | -3.6% |
| 6M | +19.1% | +2.0% | +17.2% | +17.1% |
| YTD | +66.7% | +0.3% | +66.4% | +64.6% |
| 1Y | +96.5% | +4.2% | +92.3% | +90.4% |
| 3Y | +155.2% | +102.2% | +52.9% | +76.9% |
| All | +90.1% | +116.1% | -26.0% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling