+90.1%
KEYS vs HRB
+114.1%
-24.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.5% | -8.0% | +11.5% | +4.1% |
| 30D | -4.5% | -16.0% | +11.5% | -3.3% |
| 3M | -0.4% | +26.9% | -27.3% | -3.1% |
| 6M | +19.1% | +51.1% | -32.0% | +12.3% |
| YTD | +66.7% | +7.1% | +59.6% | +66.2% |
| 1Y | +96.5% | -9.6% | +106.1% | +101.9% |
| 3Y | +155.2% | +25.4% | +129.7% | +140.2% |
| All | +90.1% | +114.1% | -24.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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