-25.7%
GIS vs KEYS
+87.1%
-112.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.2% |
| 7D | -6.4% | +3.5% | -9.9% | -6.3% |
| 30D | -6.1% | -4.5% | -1.6% | -6.2% |
| 3M | +7.8% | -0.4% | +8.2% | +8.0% |
| 6M | -8.8% | +19.1% | -27.9% | -8.7% |
| YTD | -19.1% | +66.7% | -85.8% | -19.3% |
| 1Y | -24.8% | +96.5% | -121.2% | -25.2% |
| 3Y | -37.6% | +155.2% | -192.7% | -38.8% |
| All | -25.7% | +87.1% | -112.8% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling