+162.9%
KEY vs GWRE
+131.0%
+32.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -1.5% | -13.2% | +11.7% | +1.8% |
| 30D | -3.7% | -18.6% | +14.9% | 0.0% |
| 3M | -1.3% | +18.9% | -20.2% | -8.0% |
| 6M | +13.3% | -11.0% | +24.3% | +11.7% |
| YTD | +9.0% | -29.9% | +38.8% | +14.4% |
| 1Y | +18.7% | -44.3% | +63.0% | +33.5% |
| 3Y | +125.3% | +51.7% | +73.6% | +71.8% |
| 5Y | +40.2% | +15.4% | +24.8% | +14.1% |
| All | +162.9% | +131.0% | +32.0% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling