+37.5%
KEY vs GLXY
-32.0%
+69.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.2% | -12.7% | -0.2% |
| 7D | -0.5% | +14.3% | -14.8% | -1.2% |
| 30D | +6.7% | -19.6% | +26.3% | +7.5% |
| 3M | -4.6% | -20.7% | +16.1% | -4.2% |
| 6M | +2.6% | -49.6% | +52.2% | +5.3% |
| YTD | +7.0% | -28.6% | +35.5% | +5.4% |
| 1Y | +23.5% | -48.0% | +71.5% | +24.1% |
| All | +37.5% | -32.0% | +69.5% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling