+18.5%
KEY vs GTLB
+2.8%
+15.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.7% |
| 7D | +2.7% | +4.6% | -1.8% | +2.7% |
| 30D | -3.2% | +21.0% | -24.2% | -3.3% |
| 3M | +1.0% | +51.7% | -50.7% | +0.8% |
| 6M | +11.9% | +89.3% | -77.4% | +11.1% |
| YTD | +8.7% | +25.6% | -16.9% | +7.6% |
| 1Y | +18.5% | -1.5% | +20.0% | +20.1% |
| All | +18.5% | +2.8% | +15.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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