+41.0%
GEHC vs KEY
+54.6%
-13.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.4% |
| 7D | +5.6% | -0.4% | +6.0% | +5.7% |
| 30D | +27.9% | +7.2% | +20.7% | +26.1% |
| 3M | +17.1% | -4.9% | +22.1% | +18.3% |
| 6M | +32.5% | +1.1% | +31.5% | +32.0% |
| YTD | +2.7% | +6.8% | -4.2% | +1.1% |
| 1Y | +15.3% | +23.3% | -8.0% | +10.5% |
| 3Y | +23.7% | +126.1% | -102.4% | +9.6% |
| All | +41.0% | +54.6% | -13.6% | +20.2% |
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