+15.5%
GEHC vs KEY
+60.1%
-44.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.0% | +2.2% | -6.2% | -4.4% |
| 30D | -2.0% | -3.0% | +1.1% | -1.4% |
| 3M | +8.0% | +3.3% | +4.6% | +7.1% |
| 6M | -12.8% | +9.2% | -22.0% | -14.4% |
| YTD | -15.9% | +10.6% | -26.6% | -17.8% |
| 1Y | -6.9% | +20.4% | -27.3% | -10.5% |
| 3Y | 0.0% | +121.8% | -121.9% | -11.9% |
| All | +15.5% | +60.1% | -44.7% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling