+45.4%
GILD vs KEY
+29.6%
+15.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +4.1% |
| 7D | +9.6% | +1.7% | +7.9% | +9.4% |
| 30D | +20.6% | +6.8% | +13.8% | +20.0% |
| 3M | +29.7% | -5.8% | +35.5% | +30.0% |
| 6M | +33.1% | +1.4% | +31.7% | +33.0% |
| YTD | +44.7% | +7.5% | +37.2% | +44.2% |
| 1Y | +45.4% | +29.6% | +15.7% | +46.7% |
| All | +45.4% | +29.6% | +15.7% | +46.7% |
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 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