+29.6%
KEY vs GLXY
-57.6%
+87.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -17.0% | +18.5% | +2.2% |
| 7D | +1.7% | -26.8% | +28.5% | +2.9% |
| 30D | +6.8% | -38.3% | +45.1% | +8.9% |
| 3M | -5.8% | -36.9% | +31.1% | -4.3% |
| 6M | +1.4% | -52.1% | +53.5% | +4.1% |
| YTD | +7.5% | -37.5% | +45.0% | +5.2% |
| 1Y | +29.6% | -55.2% | +84.8% | +31.4% |
| All | +29.6% | -57.6% | +87.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling