+80.5%
GM vs KEY
+40.7%
+39.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -4.6% | -3.3% | -1.3% | -3.2% |
| 3M | +0.2% | -0.7% | +0.9% | +0.3% |
| 6M | +12.6% | +12.5% | +0.1% | +6.3% |
| YTD | +3.7% | +8.4% | -4.7% | -0.5% |
| 1Y | +45.6% | +18.4% | +27.2% | +34.0% |
| 3Y | +162.0% | +123.3% | +38.6% | +74.9% |
| 5Y | +80.5% | +38.8% | +41.7% | +53.0% |
| All | +80.5% | +40.7% | +39.8% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling