+96.0%
KEYS vs GSK
+31.2%
+64.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.4% |
| 7D | +2.3% | -1.8% | +4.1% | +2.2% |
| 30D | -2.6% | -2.2% | -0.4% | -2.6% |
| 3M | -4.6% | -1.8% | -2.8% | -4.9% |
| 6M | +8.7% | -10.6% | +19.3% | +9.7% |
| YTD | +61.0% | +4.4% | +56.6% | +60.0% |
| 1Y | +96.0% | +30.4% | +65.6% | +93.5% |
| All | +96.0% | +31.2% | +64.8% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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