+37.3%
GEHC vs KEY
+54.0%
-16.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.3% | +1.8% | -4.0% | -2.6% |
| 30D | +19.0% | +7.1% | +11.9% | +17.4% |
| 3M | +13.3% | -5.9% | +19.2% | +14.7% |
| 6M | +31.5% | +2.2% | +29.3% | +30.7% |
| YTD | 0.0% | +6.4% | -6.4% | -1.4% |
| 1Y | +9.4% | +24.8% | -15.4% | +4.6% |
| 3Y | +18.3% | +125.2% | -106.9% | +4.9% |
| All | +37.3% | +54.0% | -16.7% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling