+33.7%
KEY vs GLXY
-41.9%
+75.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.8% | -0.8% |
| 7D | -1.3% | -14.6% | +13.3% | -0.7% |
| 30D | +5.1% | -36.2% | +41.3% | +7.2% |
| 3M | -7.1% | -30.1% | +23.0% | -6.1% |
| 6M | -4.4% | -56.1% | +51.7% | -1.1% |
| YTD | +4.0% | -38.9% | +42.9% | +3.3% |
| 1Y | +23.4% | -55.0% | +78.4% | +25.0% |
| All | +33.7% | -41.9% | +75.6% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling