+98.1%
KEYS vs HTZ
-93.0%
+191.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.1% |
| 7D | +16.7% | -14.0% | +30.7% | +18.2% |
| 30D | -17.8% | -19.8% | +2.0% | -16.5% |
| 3M | -14.2% | -45.0% | +30.8% | -10.1% |
| 6M | -15.9% | -73.2% | +57.3% | -7.4% |
| YTD | +49.7% | -70.0% | +119.8% | +61.5% |
| 1Y | +65.3% | -75.7% | +141.0% | +81.6% |
| 3Y | +144.9% | -82.1% | +226.9% | +160.1% |
| 5Y | +63.0% | -94.3% | +157.3% | +95.4% |
| All | +98.1% | -93.0% | +191.1% | +140.4% |
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