-13.7%
GEHC vs KEYS
+23.5%
-37.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.5% |
| 7D | -7.6% | +2.9% | -10.6% | -7.3% |
| 30D | -10.7% | -1.3% | -9.3% | -10.7% |
| 3M | -1.2% | -0.1% | -1.1% | -2.1% |
| 6M | -13.7% | +17.4% | -31.1% | -21.2% |
| All | -13.7% | +23.5% | -37.3% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling