+94.2%
KEY vs GFI
+1,288.5%
-1,194.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.9% | -8.7% | +11.6% | +2.7% |
| 30D | +8.4% | +0.6% | +7.8% | +8.5% |
| 3M | -5.8% | -7.5% | +1.7% | -5.9% |
| 6M | +5.4% | -18.3% | +23.8% | +5.0% |
| YTD | +7.1% | -13.8% | +20.9% | +7.1% |
| 1Y | +26.8% | -8.8% | +35.7% | +27.2% |
| 3Y | +128.7% | +215.8% | -87.2% | +143.2% |
| 5Y | +13.6% | +301.2% | -287.6% | +24.0% |
| All | +94.2% | +1,288.5% | -1,194.3% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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