+54.5%
KEY vs GH
+486.6%
-432.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -3.3% | -2.6% | -0.6% | -3.0% |
| 3M | -0.7% | +25.1% | -25.8% | -4.1% |
| 6M | +12.5% | +78.5% | -66.0% | +2.9% |
| YTD | +8.4% | +59.4% | -51.0% | +0.5% |
| 1Y | +18.4% | +173.9% | -155.4% | +1.0% |
| 3Y | +123.3% | +382.7% | -259.4% | +68.2% |
| 5Y | +38.8% | +24.4% | +14.4% | +16.0% |
| All | +54.5% | +486.6% | -432.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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