+151.2%
GE vs KEY
+95.2%
+56.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | +5.1% | +1.8% | +3.4% | +4.3% |
| 30D | +7.6% | +7.1% | +0.4% | +4.3% |
| 3M | -9.3% | -5.9% | -3.4% | -6.9% |
| 6M | +11.5% | +2.2% | +9.3% | +10.3% |
| YTD | +7.9% | +6.4% | +1.5% | +4.7% |
| 1Y | +7.6% | +24.8% | -17.1% | -2.7% |
| 3Y | +265.9% | +125.2% | +140.6% | +142.5% |
| 5Y | +405.9% | +13.0% | +393.0% | +339.0% |
| All | +151.2% | +95.2% | +56.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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