+17.8%
GFS vs KEY
+22.3%
-4.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | -15.8% | +6.9% | -22.7% | -18.8% |
| 3M | -18.6% | -5.0% | -13.6% | -16.2% |
| 6M | -45.0% | +0.7% | -45.7% | -45.4% |
| YTD | +16.8% | +6.5% | +10.3% | +6.8% |
| 1Y | +17.8% | +22.6% | -4.8% | 0.0% |
| All | +17.8% | +22.3% | -4.5% | 0.0% |
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 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