+59.6%
KEYS vs GLXY
-57.6%
+117.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -17.0% | +10.7% | -2.9% |
| 7D | -14.8% | -26.8% | +12.0% | -9.7% |
| 30D | -25.6% | -38.3% | +12.7% | -19.1% |
| 3M | -16.2% | -36.9% | +20.7% | -10.1% |
| 6M | -18.6% | -52.1% | +33.5% | -9.6% |
| YTD | +40.7% | -37.5% | +78.2% | +42.4% |
| 1Y | +59.6% | -55.2% | +114.8% | +75.0% |
| All | +59.6% | -57.6% | +117.2% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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