+265.1%
GE vs KEY
+126.3%
+138.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | +5.1% | +1.8% | +3.4% | +4.5% |
| 30D | +7.6% | +7.1% | +0.4% | +5.2% |
| 3M | -9.3% | -5.9% | -3.4% | -7.5% |
| 6M | +11.5% | +2.2% | +9.3% | +10.7% |
| YTD | +7.9% | +6.4% | +1.5% | +5.8% |
| 1Y | +7.6% | +24.8% | -17.1% | +0.8% |
| All | +265.1% | +126.3% | +138.8% | +214.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling