-20.5%
GIS vs KEY
+18.6%
-39.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -8.3% | +2.7% | -11.0% | -8.4% |
| 30D | +2.2% | -3.2% | +5.4% | +2.4% |
| 3M | +15.7% | +1.0% | +14.7% | +16.1% |
| 6M | -12.0% | +11.9% | -23.8% | -11.5% |
| YTD | -15.0% | +8.7% | -23.7% | -14.9% |
| All | -20.5% | +18.6% | -39.1% | -20.7% |
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