+91.3%
KEYS vs GLXY
-10.0%
+101.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | -0.9% |
| 7D | +0.9% | -8.9% | +9.9% | +2.5% |
| 30D | -5.3% | +19.9% | -25.1% | -8.5% |
| 3M | +0.5% | -20.0% | +20.5% | +2.8% |
| 6M | +14.0% | +10.5% | +3.5% | +9.2% |
| YTD | +60.3% | +7.9% | +52.4% | +50.1% |
| 1Y | +91.3% | -7.5% | +98.8% | +91.0% |
| All | +91.3% | -10.0% | +101.3% | +91.0% |
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