+7.7%
GEHC vs KEYS
+80.5%
-72.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -7.9% | +0.9% | -8.8% | -8.1% |
| 30D | -11.7% | -5.3% | -6.4% | -10.7% |
| 3M | +0.8% | +0.5% | +0.3% | -1.0% |
| 6M | -11.6% | +14.0% | -25.6% | -17.4% |
| YTD | -21.6% | +60.3% | -81.8% | -36.4% |
| 1Y | -15.3% | +91.3% | -106.6% | -36.4% |
| 3Y | -0.5% | +146.1% | -146.6% | -32.8% |
| All | +7.7% | +80.5% | -72.8% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling