+51.7%
KEY vs GH
+459.8%
-408.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | +0.5% | -11.2% | +11.7% | +2.1% |
| 30D | +6.9% | -7.2% | +14.1% | +7.8% |
| 3M | -5.0% | -7.1% | +2.1% | -4.5% |
| 6M | +0.7% | +62.3% | -61.6% | -6.6% |
| YTD | +6.5% | +52.1% | -45.6% | -1.0% |
| 1Y | +22.6% | +58.6% | -36.0% | +13.2% |
| 3Y | +125.3% | +619.9% | -494.5% | +60.9% |
| 5Y | +13.9% | +49.7% | -35.8% | -7.0% |
| All | +51.7% | +459.8% | -408.1% | +6.2% |
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