+246.5%
GM vs KEY
+383.4%
-136.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.9% | +2.2% | -0.3% | +0.7% |
| 30D | -1.4% | -3.0% | +1.7% | +0.1% |
| 3M | +5.9% | +3.3% | +2.6% | +3.7% |
| 6M | +12.4% | +9.2% | +3.2% | +6.9% |
| YTD | +8.6% | +10.6% | -2.0% | +2.4% |
| 1Y | +52.6% | +20.4% | +32.2% | +37.3% |
| 3Y | +169.7% | +121.8% | +47.8% | +67.6% |
| 5Y | +87.5% | +41.1% | +46.4% | +40.4% |
| 10Y | +233.0% | +168.5% | +64.4% | +58.2% |
| All | +246.5% | +383.4% | -136.9% | +12.9% |
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