+240.5%
GM vs KEY
+364.9%
-124.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -3.4% | +1.8% | -5.2% | -4.3% |
| 30D | +2.7% | +7.1% | -4.5% | -1.2% |
| 3M | -0.4% | -5.9% | +5.5% | +2.6% |
| 6M | +13.3% | +2.2% | +11.1% | +11.4% |
| YTD | +6.8% | +6.4% | +0.4% | +2.6% |
| 1Y | +21.1% | +24.8% | -3.7% | +6.9% |
| 3Y | +231.0% | +125.2% | +105.8% | +104.9% |
| 5Y | +41.9% | +13.0% | +29.0% | +20.3% |
| 10Y | +205.7% | +98.5% | +107.2% | +70.8% |
| All | +240.5% | +364.9% | -124.3% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling