+1,018.0%
KEYS vs GWRE
+131.0%
+887.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.5% | -13.2% | +16.7% | +7.2% |
| 30D | -4.5% | -18.6% | +14.1% | -0.8% |
| 3M | -0.4% | +18.9% | -19.3% | -9.4% |
| 6M | +19.1% | -11.0% | +30.1% | +15.8% |
| YTD | +66.7% | -29.9% | +96.6% | +74.7% |
| 1Y | +96.5% | -44.3% | +140.8% | +123.9% |
| 3Y | +155.2% | +51.7% | +103.5% | +82.3% |
| 5Y | +88.0% | +15.4% | +72.5% | +46.2% |
| All | +1,018.0% | +131.0% | +887.0% | +507.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling