+8.9%
GE vs KEYS
+55.9%
-47.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.3% | +9.0% | +4.0% |
| 7D | +9.4% | -14.8% | +24.2% | +13.0% |
| 30D | +7.5% | -25.6% | +33.1% | +14.2% |
| 3M | -12.5% | -16.2% | +3.7% | -9.9% |
| 6M | +17.8% | -18.6% | +36.4% | +21.4% |
| YTD | +7.4% | +40.7% | -33.3% | -2.2% |
| 1Y | +8.9% | +59.6% | -50.7% | -3.6% |
| All | +8.9% | +55.9% | -47.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling