+101.2%
KEYS vs GTLB
-50.1%
+151.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.1% |
| 7D | +3.5% | -5.7% | +9.2% | +4.3% |
| 30D | -4.5% | +15.1% | -19.6% | -6.7% |
| 3M | -0.4% | +65.5% | -65.9% | -8.5% |
| 6M | +19.1% | +102.9% | -83.8% | +4.5% |
| YTD | +66.7% | +25.2% | +41.5% | +57.6% |
| 1Y | +96.5% | -5.5% | +102.0% | +94.0% |
| 3Y | +155.2% | -10.9% | +166.0% | +146.2% |
| All | +101.2% | -50.1% | +151.4% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling