+1,071.7%
KEYS vs HRB
+136.0%
+935.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +2.9% | -10.6% | +13.5% | +4.7% |
| 30D | -1.3% | -0.8% | -0.5% | -1.6% |
| 3M | -0.1% | +19.1% | -19.2% | -4.0% |
| 6M | +17.4% | +48.7% | -31.3% | +7.0% |
| YTD | +62.9% | +7.1% | +55.8% | +58.0% |
| 1Y | +95.7% | -8.3% | +104.1% | +95.6% |
| 3Y | +150.2% | +25.8% | +124.4% | +130.0% |
| 5Y | +83.1% | +111.1% | -28.0% | +48.3% |
| 10Y | +1,020.9% | +206.6% | +814.3% | +686.9% |
| All | +1,071.7% | +136.0% | +935.7% | +690.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling