+14.5%
KEY vs GSK
+44.4%
-30.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +2.9% | +1.1% | +1.8% | +2.7% |
| 30D | +8.4% | +6.3% | +2.1% | +7.3% |
| 3M | -5.8% | +1.8% | -7.6% | -6.2% |
| 6M | +5.4% | +1.7% | +3.8% | +4.9% |
| YTD | +7.1% | +6.5% | +0.5% | +5.6% |
| 1Y | +26.8% | +9.5% | +17.3% | +24.4% |
| 3Y | +128.7% | +65.3% | +63.4% | +100.0% |
| All | +14.5% | +44.4% | -30.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling