+124.8%
KEY vs GNRC
+64.4%
+60.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | +2.7% | +4.8% | -2.1% | +1.5% |
| 30D | -3.2% | -10.4% | +7.2% | -0.8% |
| 3M | +1.0% | -28.5% | +29.4% | +8.3% |
| 6M | +11.9% | -6.8% | +18.6% | +10.2% |
| YTD | +8.7% | +39.5% | -30.8% | -6.8% |
| 1Y | +18.5% | +3.4% | +15.1% | +10.8% |
| All | +124.8% | +64.4% | +60.4% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling