+105.9%
GILD vs KEYS
+154.3%
-48.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.7% | -1.0% |
| 7D | -4.8% | +3.5% | -8.3% | -5.1% |
| 30D | +5.8% | -4.5% | +10.3% | +6.1% |
| 3M | +14.9% | -0.4% | +15.3% | +14.5% |
| 6M | -0.4% | +19.1% | -19.5% | -2.8% |
| YTD | +18.5% | +66.7% | -48.1% | +10.7% |
| 1Y | +25.1% | +96.5% | -71.3% | +14.0% |
| 3Y | +105.9% | +155.2% | -49.3% | +73.1% |
| All | +105.9% | +154.3% | -48.4% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling