+80.8%
KEYS vs GSK
+47.2%
+33.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +0.9% | -5.4% | +6.3% | +1.9% |
| 30D | -5.3% | -4.6% | -0.6% | -4.6% |
| 3M | +0.5% | -5.1% | +5.6% | +0.9% |
| 6M | +14.0% | -11.4% | +25.5% | +16.2% |
| YTD | +60.3% | +0.7% | +59.5% | +58.3% |
| 1Y | +91.3% | +23.0% | +68.3% | +80.1% |
| 3Y | +146.1% | +48.0% | +98.2% | +117.8% |
| 5Y | +80.8% | +48.2% | +32.6% | +53.2% |
| All | +80.8% | +47.2% | +33.5% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling