-30.4%
GIS vs KEY
+11.7%
-42.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +3.6% | -1.3% | +4.8% | +3.6% |
| 30D | +13.9% | +5.1% | +8.8% | +13.8% |
| 3M | +0.3% | -7.1% | +7.4% | +0.5% |
| 6M | +5.0% | -4.4% | +9.3% | +5.1% |
| YTD | -18.4% | +4.0% | -22.4% | -18.4% |
| 1Y | -17.4% | +23.4% | -40.9% | -17.8% |
| 3Y | -36.9% | +113.9% | -150.8% | -38.5% |
| All | -30.4% | +11.7% | -42.0% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling