+29.6%
KEY vs GSK
+14.9%
+14.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.5% | +0.7% |
| 7D | +1.7% | +4.9% | -3.3% | +0.8% |
| 30D | +6.8% | +9.9% | -3.1% | +5.2% |
| 3M | -5.8% | +0.2% | -6.0% | -5.9% |
| 6M | +1.4% | +2.3% | -0.9% | +0.8% |
| YTD | +7.5% | +7.1% | +0.4% | +7.9% |
| 1Y | +29.6% | +13.1% | +16.5% | +29.4% |
| All | +29.6% | +14.9% | +14.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling