+167.0%
KEY vs GSK
+76.8%
+90.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.8% |
| 7D | +2.7% | -4.2% | +6.9% | +4.2% |
| 30D | -3.2% | -7.5% | +4.3% | -0.7% |
| 3M | +1.0% | -3.3% | +4.2% | +1.7% |
| 6M | +11.9% | -9.3% | +21.2% | +15.1% |
| YTD | +8.7% | +1.6% | +7.1% | +7.0% |
| 1Y | +18.5% | +25.5% | -7.0% | +7.0% |
| 3Y | +124.0% | +49.3% | +74.7% | +80.5% |
| 5Y | +40.8% | +46.7% | -5.8% | +11.4% |
| 10Y | +167.0% | +76.8% | +90.2% | +99.5% |
| All | +167.0% | +76.8% | +90.2% | +99.5% |
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