+231.1%
GM vs KEY
+172.4%
+58.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.4% | -1.5% | -0.9% | -1.6% |
| 30D | -1.1% | -3.7% | +2.6% | +0.8% |
| 3M | +6.1% | -1.3% | +7.4% | +6.5% |
| 6M | +15.0% | +13.3% | +1.6% | +7.2% |
| YTD | +6.0% | +9.0% | -3.0% | +0.8% |
| 1Y | +47.1% | +18.7% | +28.4% | +33.4% |
| 3Y | +170.5% | +125.3% | +45.2% | +66.7% |
| 5Y | +80.5% | +40.2% | +40.3% | +36.4% |
| All | +231.1% | +172.4% | +58.6% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling