+435.9%
KEY vs GNRC
+2,127.0%
-1,691.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 6M | +5.4% | -28.6% | +34.1% | +12.9% |
| YTD | +7.1% | +39.9% | -32.8% | -9.6% |
| 1Y | +26.8% | +23.4% | +3.4% | +11.0% |
| 3Y | +128.7% | +84.2% | +44.4% | +69.1% |
| 5Y | +13.6% | -57.3% | +71.0% | +23.3% |
| 10Y | +99.7% | +376.8% | -277.1% | -11.8% |
| All | +435.9% | +2,127.0% | -1,691.1% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling