+23.5%
KEY vs GLXY
-48.5%
+71.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.2% | -12.7% | -0.1% |
| 7D | -0.5% | +14.3% | -14.8% | -1.1% |
| 30D | +6.7% | -19.6% | +26.3% | +7.4% |
| 3M | -4.6% | -20.7% | +16.1% | -4.2% |
| 6M | +2.6% | -49.6% | +52.2% | +5.2% |
| YTD | +7.0% | -28.6% | +35.5% | +4.1% |
| 1Y | +23.5% | -48.0% | +71.5% | +24.1% |
| All | +23.5% | -48.5% | +71.9% | +24.1% |
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 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