+39.5%
KEY vs GFI
+515.1%
-475.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | -1.8% | -5.1% | +3.4% | -1.8% |
| 30D | -3.3% | +13.4% | -16.7% | -3.3% |
| 3M | -0.2% | +36.2% | -36.4% | -0.3% |
| 6M | +12.1% | -9.8% | +21.9% | +11.9% |
| YTD | +8.4% | +7.7% | +0.7% | +8.5% |
| 1Y | +17.6% | +27.2% | -9.5% | +18.0% |
| 3Y | +123.3% | +300.3% | -177.0% | +126.8% |
| 5Y | +39.5% | +539.8% | -500.3% | +41.2% |
| All | +39.5% | +515.1% | -475.6% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling