+436.6%
GE vs KEY
+40.7%
+395.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.3% |
| 30D | -11.6% | -3.0% | -8.5% | -10.7% |
| 3M | +3.0% | +3.3% | -0.3% | +2.0% |
| 6M | -0.5% | +9.2% | -9.7% | -3.1% |
| YTD | +9.7% | +10.6% | -0.9% | +6.4% |
| 1Y | +20.0% | +20.4% | -0.4% | +13.2% |
| 3Y | +275.8% | +121.8% | +154.0% | +189.0% |
| All | +436.6% | +40.7% | +395.9% | +363.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling