+159.7%
GILD vs KEYS
+1,049.9%
-890.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.7% | -1.5% |
| 7D | -4.8% | +3.5% | -8.3% | -5.4% |
| 30D | +5.8% | -4.5% | +10.3% | +6.4% |
| 3M | +14.9% | -0.4% | +15.3% | +14.1% |
| 6M | -0.4% | +19.1% | -19.5% | -4.8% |
| YTD | +18.5% | +66.7% | -48.1% | +5.0% |
| 1Y | +25.1% | +96.5% | -71.3% | +6.7% |
| 3Y | +105.9% | +155.2% | -49.3% | +62.4% |
| 5Y | +143.0% | +88.0% | +55.0% | +101.7% |
| All | +159.7% | +1,049.9% | -890.2% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling