-17.6%
KEYS vs GLXY
-54.1%
+36.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -0.9% |
| 7D | +9.4% | +5.3% | +4.1% | +7.9% |
| 30D | -16.8% | -19.8% | +3.0% | -13.6% |
| 3M | -15.9% | -31.4% | +15.5% | -10.9% |
| 6M | -17.6% | -53.3% | +35.7% | -9.5% |
| All | -17.6% | -54.1% | +36.5% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling