+7.2%
GEHC vs KEYS
+87.7%
-80.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.5% |
| 7D | -7.2% | +3.5% | -10.7% | -8.0% |
| 30D | -11.6% | -4.5% | -7.1% | -10.7% |
| 3M | -0.8% | -0.4% | -0.4% | -2.0% |
| 6M | -11.9% | +19.1% | -31.0% | -18.6% |
| YTD | -21.9% | +66.7% | -88.6% | -37.4% |
| 1Y | -17.8% | +96.5% | -114.3% | -38.6% |
| 3Y | -3.5% | +155.2% | -158.7% | -35.4% |
| All | +7.2% | +87.7% | -80.5% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling