+2,765.1%
GE vs KEY
+981.5%
+1,783.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +7.1% | -1.3% | +8.4% | +7.6% |
| 30D | +6.5% | +5.1% | +1.3% | +4.5% |
| 3M | -13.6% | -7.1% | -6.5% | -11.3% |
| 6M | +6.0% | -4.4% | +10.4% | +7.5% |
| YTD | +5.4% | +4.0% | +1.4% | +3.7% |
| 1Y | +6.5% | +23.4% | -17.0% | -1.6% |
| 3Y | +268.6% | +113.9% | +154.7% | +171.0% |
| 5Y | +389.0% | +12.3% | +376.7% | +328.4% |
| 10Y | +163.3% | +125.5% | +37.8% | +72.4% |
| All | +2,765.1% | +981.5% | +1,783.5% | +811.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling