+21.9%
KEY vs GTLB
-47.1%
+69.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.2% | +11.1% | -8.9% | +0.9% |
| 30D | -3.0% | +37.8% | -40.8% | -6.9% |
| 3M | +3.3% | +61.6% | -58.2% | -2.9% |
| 6M | +9.2% | +98.9% | -89.7% | -0.8% |
| YTD | +10.6% | +32.8% | -22.1% | +5.4% |
| 1Y | +20.4% | +14.7% | +5.7% | +16.1% |
| 3Y | +121.8% | +1.3% | +120.5% | +111.4% |
| All | +21.9% | -47.1% | +69.0% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling