+352.9%
KEY vs GWRE
+869.7%
-516.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -19.9% | +20.2% | +5.1% |
| 7D | +2.2% | -21.1% | +23.3% | +7.4% |
| 30D | -3.0% | +1.3% | -4.3% | -4.5% |
| 3M | +3.3% | +7.4% | -4.1% | -0.9% |
| 6M | +9.2% | +5.6% | +3.6% | +3.1% |
| YTD | +10.6% | -19.2% | +29.8% | +11.8% |
| 1Y | +20.4% | -25.1% | +45.5% | +23.0% |
| 3Y | +121.8% | +87.7% | +34.1% | +66.0% |
| 5Y | +41.1% | +32.0% | +9.1% | +13.9% |
| 10Y | +168.5% | +157.8% | +10.8% | +73.4% |
| All | +352.9% | +869.7% | -516.7% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling