+24.8%
KEY vs GLXY
-51.0%
+75.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | +1.8% | +16.9% | -15.2% | +1.0% |
| 30D | +7.1% | -23.0% | +30.1% | +8.0% |
| 3M | -5.9% | -28.0% | +22.1% | -5.1% |
| 6M | +2.2% | -51.6% | +53.8% | +5.0% |
| YTD | +6.4% | -32.1% | +38.5% | +3.8% |
| 1Y | +24.8% | -51.5% | +76.2% | +26.2% |
| All | +24.8% | -51.0% | +75.8% | +26.2% |
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