+670.0%
KEYS vs USHY
+50.4%
+619.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.3% |
| 7D | +2.9% | -0.1% | +3.1% | +3.2% |
| 30D | -1.3% | 0.0% | -1.3% | -1.2% |
| 3M | -0.1% | +0.8% | -1.0% | -1.6% |
| 6M | +17.4% | +1.9% | +15.4% | +13.5% |
| YTD | +62.9% | +2.3% | +60.7% | +56.8% |
| 1Y | +95.7% | +4.1% | +91.6% | +82.1% |
| 3Y | +150.2% | +27.8% | +122.4% | +62.4% |
| 5Y | +83.1% | +21.5% | +61.6% | +32.9% |
| All | +670.0% | +50.4% | +619.6% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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