+37.8%
GEV vs KEY
+22.3%
+15.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -13.2% | +0.5% | -13.7% | -13.3% |
| 30D | -20.6% | +6.9% | -27.5% | -22.8% |
| 3M | -19.5% | -5.0% | -14.5% | -17.5% |
| 6M | -23.3% | +0.7% | -24.0% | -24.2% |
| YTD | +22.2% | +6.5% | +15.8% | +14.8% |
| 1Y | +37.8% | +22.6% | +15.2% | +24.8% |
| All | +37.8% | +22.3% | +15.5% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling