+1,080.2%
KEYS vs HIG
+384.0%
+696.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.5% |
| 7D | +4.4% | -1.1% | +5.5% | +4.8% |
| 30D | -2.2% | -4.9% | +2.7% | -0.8% |
| 3M | +0.5% | +6.8% | -6.2% | -2.2% |
| 6M | +22.4% | -1.7% | +24.1% | +22.0% |
| YTD | +64.1% | -0.2% | +64.3% | +62.6% |
| 1Y | +97.0% | +5.7% | +91.2% | +91.0% |
| 3Y | +152.0% | +100.3% | +51.7% | +95.3% |
| 5Y | +83.7% | +118.5% | -34.7% | +37.5% |
| 10Y | +997.9% | +309.7% | +688.1% | +522.7% |
| All | +1,080.2% | +384.0% | +696.3% | +493.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling