+1,078.2%
KEY vs GSK
+1,705.8%
-627.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | +2.2% | -1.8% | +4.0% | +2.9% |
| 30D | -3.0% | -2.2% | -0.8% | -2.4% |
| 3M | +3.3% | -1.8% | +5.1% | +3.6% |
| 6M | +9.2% | -10.6% | +19.8% | +13.4% |
| YTD | +10.6% | +4.4% | +6.2% | +7.6% |
| 1Y | +20.4% | +30.4% | -10.0% | +6.3% |
| 3Y | +121.8% | +60.1% | +61.8% | +74.4% |
| 5Y | +41.1% | +46.8% | -5.7% | +13.1% |
| 10Y | +168.5% | +79.2% | +89.3% | +96.8% |
| All | +1,078.2% | +1,705.8% | -627.7% | +445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling