+96.0%
KEYS vs GFI
+45.3%
+50.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +2.3% | +3.1% | -0.9% | +1.7% |
| 30D | -2.6% | +27.1% | -29.7% | -7.0% |
| 3M | -4.6% | +21.2% | -25.8% | -8.6% |
| 6M | +8.7% | -4.5% | +13.2% | +8.3% |
| YTD | +61.0% | +11.7% | +49.3% | +56.9% |
| 1Y | +96.0% | +46.0% | +49.9% | +79.1% |
| All | +96.0% | +45.3% | +50.7% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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