+29.6%
KEY vs GWRE
-24.5%
+54.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +1.5% |
| 7D | +1.7% | +2.2% | -0.6% | +1.7% |
| 30D | +6.8% | +4.5% | +2.3% | +6.9% |
| 3M | -5.8% | +6.4% | -12.2% | -5.6% |
| 6M | +1.4% | +18.8% | -17.4% | +1.7% |
| YTD | +7.5% | -15.1% | +22.6% | +8.4% |
| 1Y | +29.6% | -23.4% | +53.0% | +34.7% |
| All | +29.6% | -24.5% | +54.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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