+96.0%
KEYS vs GTLB
+14.4%
+81.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.4% |
| 7D | +2.3% | +11.1% | -8.8% | +2.5% |
| 30D | -2.6% | +37.8% | -40.4% | -1.9% |
| 3M | -4.6% | +61.6% | -66.2% | -3.1% |
| 6M | +8.7% | +98.9% | -90.2% | +10.2% |
| YTD | +61.0% | +32.8% | +28.3% | +69.7% |
| 1Y | +96.0% | +14.7% | +81.3% | +115.6% |
| All | +96.0% | +14.4% | +81.6% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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