+113.1%
KEYS vs HTZ
-89.5%
+202.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +2.3% | +7.5% | -5.2% | +1.6% |
| 30D | -2.6% | +47.4% | -50.1% | -6.9% |
| 3M | -4.6% | -54.9% | +50.3% | +0.5% |
| 6M | +8.7% | -47.0% | +55.7% | +12.1% |
| YTD | +61.0% | -55.3% | +116.3% | +68.4% |
| 1Y | +96.0% | -57.6% | +153.6% | +103.5% |
| 3Y | +144.4% | -86.6% | +231.0% | +181.1% |
| 5Y | +80.5% | -86.1% | +166.6% | +107.1% |
| All | +113.1% | -89.5% | +202.6% | +150.7% |
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