+1,007.5%
KEY vs GSK
+1,721.8%
-714.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -1.3% | +1.7% | -2.9% | -1.9% |
| 30D | +5.1% | +7.0% | -1.9% | +2.2% |
| 3M | -7.1% | -2.7% | -4.5% | -6.5% |
| 6M | -4.4% | +1.4% | -5.8% | -5.6% |
| YTD | +4.0% | +5.3% | -1.3% | +0.6% |
| 1Y | +23.4% | +10.6% | +12.8% | +16.8% |
| 3Y | +113.9% | +62.6% | +51.3% | +66.9% |
| 5Y | +12.3% | +41.7% | -29.4% | -8.7% |
| 10Y | +125.5% | +104.7% | +20.7% | +56.3% |
| All | +1,007.5% | +1,721.8% | -714.2% | +409.4% |
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