+105.3%
KEY vs GSK
+102.9%
+2.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +0.5% | +5.2% | -4.7% | -1.2% |
| 30D | +6.9% | +10.2% | -3.3% | +3.3% |
| 3M | -5.0% | -0.9% | -4.1% | -5.0% |
| 6M | +0.7% | +3.5% | -2.8% | -1.1% |
| YTD | +6.5% | +7.2% | -0.8% | +2.7% |
| 1Y | +22.6% | +12.0% | +10.6% | +16.3% |
| 3Y | +125.3% | +67.3% | +58.0% | +73.0% |
| 5Y | +13.9% | +45.3% | -31.3% | -8.1% |
| 10Y | +105.3% | +101.8% | +3.6% | +48.0% |
| All | +105.3% | +102.9% | +2.4% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling