+32,991.5%
GILD vs KEY
+565.9%
+32,425.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.8% | -1.5% | -3.3% | -4.5% |
| 30D | +5.8% | -3.7% | +9.5% | +6.5% |
| 3M | +14.9% | -1.3% | +16.2% | +15.1% |
| 6M | -0.4% | +13.3% | -13.7% | -2.9% |
| YTD | +18.5% | +9.0% | +9.6% | +16.1% |
| 1Y | +25.1% | +18.7% | +6.4% | +20.3% |
| 3Y | +105.9% | +125.3% | -19.4% | +70.3% |
| 5Y | +143.0% | +40.2% | +102.8% | +112.5% |
| 10Y | +162.4% | +170.7% | -8.3% | +83.6% |
| All | +32,991.5% | +565.9% | +32,425.6% | +13,547.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling