+46.1%
KEYS vs HTZ
-95.4%
+141.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.4% | +12.8% | +5.3% |
| 7D | -11.4% | -14.6% | +3.2% | -10.2% |
| 30D | -28.7% | -20.8% | -7.9% | -27.3% |
| 3M | -19.2% | -18.8% | -0.4% | -18.5% |
| 6M | -25.8% | -74.7% | +48.9% | -17.2% |
| YTD | +33.9% | -68.1% | +102.0% | +44.4% |
| 1Y | +47.1% | -73.5% | +120.5% | +61.3% |
| 3Y | +119.4% | -81.8% | +201.2% | +138.2% |
| All | +46.1% | -95.4% | +141.5% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling