+38.2%
GEHC vs KEY
+50.5%
-12.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +7.6% | -1.3% | +8.9% | +7.9% |
| 30D | +27.5% | +5.1% | +22.3% | +26.2% |
| 3M | +17.2% | -7.1% | +24.3% | +19.0% |
| 6M | +33.6% | -4.4% | +38.0% | +34.6% |
| YTD | +0.6% | +4.0% | -3.4% | -0.3% |
| 1Y | +11.3% | +23.4% | -12.1% | +6.7% |
| 3Y | +16.5% | +113.9% | -97.4% | +4.0% |
| All | +38.2% | +50.5% | -12.3% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling