+162.9%
KEY vs GNRC
+448.8%
-285.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -3.7% | -15.7% | +12.1% | +1.5% |
| 3M | -1.3% | -27.3% | +26.1% | +7.9% |
| 6M | +13.3% | -12.1% | +25.4% | +14.3% |
| YTD | +9.0% | +37.1% | -28.2% | -7.0% |
| 1Y | +18.7% | -0.5% | +19.1% | +11.8% |
| 3Y | +125.3% | +61.5% | +63.7% | +71.9% |
| 5Y | +40.2% | -58.6% | +98.8% | +61.1% |
| All | +162.9% | +448.8% | -285.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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