+10.5%
GIS vs KEYS
+1,113.8%
-1,103.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.5% |
| 7D | -6.4% | +3.5% | -9.9% | -6.6% |
| 30D | -6.1% | -4.5% | -1.6% | -5.9% |
| 3M | +7.8% | -0.4% | +8.2% | +7.6% |
| 6M | -8.8% | +19.1% | -27.9% | -10.5% |
| YTD | -19.1% | +66.7% | -85.8% | -23.3% |
| 1Y | -24.8% | +96.5% | -121.2% | -29.9% |
| 3Y | -37.6% | +155.2% | -192.7% | -44.1% |
| 5Y | -25.4% | +88.0% | -113.4% | -31.6% |
| 10Y | -19.6% | +1,046.8% | -1,066.4% | -42.4% |
| All | +10.5% | +1,113.8% | -1,103.3% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling