+18.5%
KEY vs GSK
+26.4%
-7.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.5% |
| 7D | +2.7% | -4.2% | +6.9% | +3.1% |
| 30D | -3.2% | -7.5% | +4.3% | -2.5% |
| 3M | +1.0% | -3.3% | +4.2% | +1.2% |
| 6M | +11.9% | -9.3% | +21.2% | +12.8% |
| YTD | +8.7% | +1.6% | +7.1% | +10.4% |
| 1Y | +18.5% | +25.5% | -7.0% | +22.3% |
| All | +18.5% | +26.4% | -7.9% | +22.3% |
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