+90.1%
KEYS vs GNRC
-58.7%
+148.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.1% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -4.5% | -15.7% | +11.3% | +0.3% |
| 3M | -0.4% | -27.3% | +26.9% | +9.3% |
| 6M | +19.1% | -12.1% | +31.2% | +23.5% |
| YTD | +66.7% | +37.1% | +29.5% | +53.0% |
| 1Y | +96.5% | -0.5% | +96.9% | +94.7% |
| 3Y | +155.2% | +61.5% | +93.6% | +118.6% |
| All | +90.1% | -58.7% | +148.8% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling