+59.6%
KEYS vs GNRC
+17.5%
+42.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.5% | +3.2% | -2.2% |
| 7D | -14.8% | -6.0% | -8.8% | -12.5% |
| 30D | -25.6% | -12.0% | -13.6% | -21.5% |
| 3M | -16.2% | -13.4% | -2.8% | -11.3% |
| 6M | -18.6% | -26.4% | +7.7% | -7.4% |
| YTD | +40.7% | +38.8% | +1.9% | +29.8% |
| 1Y | +59.6% | +20.9% | +38.7% | +56.2% |
| All | +59.6% | +17.5% | +42.1% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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