+627.7%
GEV vs KEY
+60.4%
+567.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | -4.0% | -3.3% | -0.7% | -2.2% |
| 3M | +3.4% | -0.7% | +4.1% | +3.6% |
| 6M | +14.7% | +12.5% | +2.2% | +7.2% |
| YTD | +45.8% | +8.4% | +37.4% | +38.1% |
| 1Y | +57.4% | +18.4% | +38.9% | +41.4% |
| All | +627.7% | +60.4% | +567.3% | +463.9% |
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