+88.2%
KEYS vs HTZ
-92.6%
+180.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.2% |
| 7D | -3.3% | -16.4% | +13.1% | -1.9% |
| 30D | -24.5% | -15.1% | -9.4% | -23.6% |
| 3M | -15.3% | -28.2% | +12.9% | -13.5% |
| 6M | -19.8% | -73.1% | +53.3% | -11.7% |
| YTD | +42.2% | -68.3% | +110.5% | +52.7% |
| 1Y | +59.8% | -75.2% | +135.0% | +75.3% |
| 3Y | +137.0% | -81.1% | +218.2% | +150.9% |
| 5Y | +55.5% | -95.0% | +150.5% | +86.0% |
| All | +88.2% | -92.6% | +180.8% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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