+492.6%
GEV vs KEY
+53.9%
+438.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -9.8% | -1.3% | -8.5% | -9.2% |
| 30D | -22.3% | +5.1% | -27.5% | -24.6% |
| 3M | -22.6% | -7.1% | -15.5% | -19.7% |
| 6M | -30.7% | -4.4% | -26.4% | -29.5% |
| YTD | +18.7% | +4.0% | +14.7% | +14.6% |
| 1Y | +41.0% | +23.4% | +17.6% | +23.4% |
| All | +492.6% | +53.9% | +438.8% | +367.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling