+14.0%
KEYS vs GNRC
-12.6%
+26.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.3% |
| 7D | +0.9% | -0.7% | +1.7% | +1.3% |
| 30D | -5.3% | -15.8% | +10.6% | +3.1% |
| 3M | +0.5% | -24.0% | +24.5% | +16.7% |
| 6M | +14.0% | -13.8% | +27.8% | +26.3% |
| All | +14.0% | -12.6% | +26.6% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling