+39.3%
GEHC vs KEY
+54.9%
-15.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +0.8% | +2.9% | -2.1% | +0.2% |
| 30D | +21.3% | +8.4% | +12.9% | +19.3% |
| 3M | +12.6% | -5.8% | +18.3% | +13.9% |
| 6M | +34.3% | +5.4% | +28.8% | +32.6% |
| YTD | +1.4% | +7.1% | -5.6% | -0.1% |
| 1Y | +12.5% | +26.8% | -14.3% | +7.2% |
| 3Y | +19.2% | +128.7% | -109.5% | +5.5% |
| All | +39.3% | +54.9% | -15.7% | +18.7% |
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