+96.0%
KEYS vs GLXY
+8.0%
+88.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.5% |
| 7D | +2.3% | +13.4% | -11.2% | 0.0% |
| 30D | -2.6% | +38.1% | -40.7% | -8.1% |
| 3M | -4.6% | -7.3% | +2.7% | -5.1% |
| 6M | +8.7% | +8.2% | +0.6% | +4.4% |
| YTD | +61.0% | +17.8% | +43.3% | +49.0% |
| 1Y | +96.0% | +14.9% | +81.1% | +94.8% |
| All | +96.0% | +8.0% | +88.0% | +94.8% |
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