+48.2%
KEY vs GH
+443.7%
-395.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.3% |
| 7D | -1.3% | -15.6% | +14.3% | +0.9% |
| 30D | +5.1% | -10.4% | +15.5% | +6.5% |
| 3M | -7.1% | -4.3% | -2.8% | -7.0% |
| 6M | -4.4% | +63.5% | -67.9% | -11.5% |
| YTD | +4.0% | +47.7% | -43.7% | -2.9% |
| 1Y | +23.4% | +56.7% | -33.3% | +14.1% |
| 3Y | +113.9% | +443.9% | -330.0% | +58.4% |
| 5Y | +12.3% | +36.9% | -24.6% | -7.2% |
| All | +48.2% | +443.7% | -395.5% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling