+643.2%
GEV vs KEY
+60.8%
+582.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +4.1% |
| 7D | +8.1% | +2.7% | +5.4% | +6.4% |
| 30D | -1.9% | -3.2% | +1.3% | -0.1% |
| 3M | +4.1% | +1.0% | +3.1% | +3.3% |
| 6M | +23.2% | +11.9% | +11.3% | +15.4% |
| YTD | +48.9% | +8.7% | +40.2% | +40.8% |
| 1Y | +62.2% | +18.5% | +43.7% | +45.7% |
| All | +643.2% | +60.8% | +582.4% | +475.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling