+94.2%
KEY vs GNRC
+372.1%
-277.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +2.9% | +7.9% | -5.0% | +0.4% |
| 30D | +8.4% | -3.7% | +12.1% | +8.9% |
| 3M | -5.8% | -11.9% | +6.2% | -3.7% |
| 6M | +5.4% | -28.6% | +34.1% | +13.2% |
| YTD | +7.1% | +39.9% | -32.8% | -10.7% |
| 1Y | +26.8% | +23.4% | +3.4% | +10.0% |
| 3Y | +128.7% | +84.2% | +44.4% | +64.7% |
| 5Y | +13.6% | -57.3% | +71.0% | +28.4% |
| All | +94.2% | +372.1% | -277.9% | -40.3% |
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