+57.7%
KEY vs GH
+481.7%
-424.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -3.0% | -1.1% | -1.9% | -3.0% |
| 3M | +3.3% | +21.3% | -18.0% | +0.2% |
| 6M | +9.2% | +73.5% | -64.3% | +0.3% |
| YTD | +10.6% | +58.0% | -47.4% | +2.7% |
| 1Y | +20.4% | +163.1% | -142.7% | +3.3% |
| 3Y | +121.8% | +361.0% | -239.2% | +68.0% |
| 5Y | +41.1% | +22.5% | +18.6% | +18.1% |
| All | +57.7% | +481.7% | -424.0% | +10.1% |
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