+219.7%
GE vs KEYS
+1,113.8%
-894.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -1.6% |
| 7D | -4.0% | +3.5% | -7.5% | -5.2% |
| 30D | -11.4% | -4.5% | -6.9% | -10.1% |
| 3M | -2.6% | -0.4% | -2.2% | -3.4% |
| 6M | -0.3% | +19.1% | -19.5% | -7.8% |
| YTD | +5.4% | +66.7% | -61.3% | -14.9% |
| 1Y | +15.5% | +96.5% | -80.9% | -12.8% |
| 3Y | +260.8% | +155.2% | +105.6% | +141.7% |
| 5Y | +421.6% | +88.0% | +333.7% | +281.7% |
| 10Y | +150.6% | +1,046.8% | -896.2% | +6.2% |
| All | +219.7% | +1,113.8% | -894.0% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling