-17.8%
GEHC vs KEYS
+97.6%
-115.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.6% |
| 7D | -7.2% | +3.5% | -10.7% | -7.3% |
| 30D | -11.6% | -4.5% | -7.1% | -11.4% |
| 3M | -0.8% | -0.4% | -0.4% | -1.0% |
| 6M | -11.9% | +19.1% | -31.0% | -15.2% |
| YTD | -21.9% | +66.7% | -88.6% | -30.7% |
| 1Y | -17.8% | +96.5% | -114.3% | -31.2% |
| All | -17.8% | +97.6% | -115.5% | -31.2% |
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