-17.4%
GIS vs KEYS
+55.9%
-73.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.3% | +11.5% | +3.7% |
| 7D | +8.5% | -14.8% | +23.3% | +4.9% |
| 30D | +15.3% | -25.6% | +40.9% | +9.2% |
| 3M | +0.9% | -16.2% | +17.2% | -2.1% |
| 6M | +7.9% | -18.6% | +26.6% | +5.0% |
| YTD | -17.6% | +40.7% | -58.3% | -12.7% |
| 1Y | -17.4% | +59.6% | -77.0% | -10.9% |
| All | -17.4% | +55.9% | -73.3% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling