+1,078.2%
KEY vs GFI
+688.7%
+389.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.3% |
| 7D | +2.2% | +3.1% | -0.9% | +2.1% |
| 30D | -3.0% | +27.1% | -30.1% | -3.5% |
| 3M | +3.3% | +21.2% | -17.8% | +2.8% |
| 6M | +9.2% | -4.5% | +13.7% | +9.1% |
| YTD | +10.6% | +11.7% | -1.1% | +10.1% |
| 1Y | +20.4% | +46.0% | -25.7% | +19.0% |
| 3Y | +121.8% | +309.6% | -187.7% | +113.4% |
| 5Y | +41.1% | +506.0% | -464.9% | +33.5% |
| 10Y | +168.5% | +1,009.2% | -840.7% | +144.6% |
| All | +1,078.2% | +688.7% | +389.4% | +999.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling