+15.7%
GEHC vs KEYS
+55.9%
-40.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.3% | +12.7% | +6.1% |
| 7D | +13.2% | -14.8% | +28.0% | +12.7% |
| 30D | +30.6% | -25.6% | +56.2% | +30.0% |
| 3M | +22.2% | -16.2% | +38.4% | +21.5% |
| 6M | +40.8% | -18.6% | +59.5% | +40.6% |
| YTD | +4.8% | +40.7% | -35.9% | -6.1% |
| 1Y | +15.7% | +59.6% | -43.9% | -0.4% |
| All | +15.7% | +55.9% | -40.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling