+518.8%
GEV vs KEY
+58.2%
+460.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -3.0% | -0.5% | -2.4% | -2.5% |
| 30D | -18.9% | +6.7% | -25.6% | -21.8% |
| 3M | -20.1% | -4.6% | -15.5% | -18.2% |
| 6M | -24.6% | +2.6% | -27.2% | -26.1% |
| YTD | +24.0% | +7.0% | +17.0% | +17.9% |
| 1Y | +40.6% | +23.5% | +17.2% | +23.2% |
| All | +518.8% | +58.2% | +460.5% | +381.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling