+388.8%
GH vs KEYS
+413.0%
-24.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -3.4% |
| 7D | -2.5% | +3.5% | -6.0% | -4.5% |
| 30D | -4.7% | -4.5% | -0.2% | -2.6% |
| 3M | +20.2% | -0.4% | +20.6% | +17.7% |
| 6M | +78.8% | +19.1% | +59.6% | +54.4% |
| YTD | +54.1% | +66.7% | -12.6% | +3.5% |
| 1Y | +177.1% | +96.5% | +80.6% | +64.5% |
| 3Y | +371.6% | +155.2% | +216.5% | +126.6% |
| 5Y | +21.9% | +88.0% | -66.1% | -27.9% |
| All | +388.8% | +413.0% | -24.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 all: compounded portfolio wealth divided by compounded KEYS 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…
all analysis · Full analysis span regression · 6 months rolling