+47.1%
GM vs KEY
+18.0%
+29.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -2.4% | -1.5% | -0.9% | -1.6% |
| 30D | -1.1% | -3.7% | +2.6% | +0.9% |
| 3M | +6.1% | -1.3% | +7.4% | +6.3% |
| 6M | +15.0% | +13.3% | +1.6% | +5.3% |
| YTD | +6.0% | +9.0% | -3.0% | -0.9% |
| 1Y | +47.1% | +18.7% | +28.4% | +28.3% |
| All | +47.1% | +18.0% | +29.1% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling