+514.9%
GEV vs KEY
+58.4%
+456.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | +3.7% | +2.9% | +0.8% | +2.2% |
| 30D | -14.7% | +8.4% | -23.1% | -18.5% |
| 3M | -23.4% | -5.8% | -17.7% | -21.1% |
| 6M | -24.3% | +5.4% | -29.8% | -27.0% |
| YTD | +23.2% | +7.1% | +16.1% | +17.1% |
| 1Y | +44.2% | +26.8% | +17.4% | +24.4% |
| All | +514.9% | +58.4% | +456.5% | +378.0% |
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