+77.2%
KEYS vs HTZ
-92.5%
+169.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.4% | +12.8% | +5.2% |
| 7D | -11.4% | -14.6% | +3.2% | -10.3% |
| 30D | -28.7% | -20.8% | -7.9% | -27.4% |
| 3M | -19.2% | -18.8% | -0.4% | -18.5% |
| 6M | -25.8% | -74.7% | +48.9% | -17.8% |
| YTD | +33.9% | -68.1% | +102.0% | +43.7% |
| 1Y | +47.1% | -73.5% | +120.5% | +60.3% |
| 3Y | +119.4% | -81.8% | +201.2% | +133.8% |
| 5Y | +48.2% | -95.2% | +143.4% | +77.2% |
| All | +77.2% | -92.5% | +169.8% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling