+96.7%
KEYS vs GTLB
-50.8%
+147.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +2.9% | -6.6% | +9.5% | +3.9% |
| 30D | -1.3% | +13.7% | -15.1% | -3.5% |
| 3M | -0.1% | +52.9% | -53.0% | -7.1% |
| 6M | +17.4% | +88.5% | -71.1% | +4.2% |
| YTD | +62.9% | +23.4% | +39.5% | +54.4% |
| 1Y | +95.7% | -3.8% | +99.6% | +92.7% |
| 3Y | +150.2% | -11.5% | +161.7% | +141.7% |
| All | +96.7% | -50.8% | +147.6% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling