+90.1%
KEYS vs GWRE
+15.1%
+75.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +3.5% | -13.2% | +16.7% | +5.8% |
| 30D | -4.5% | -18.6% | +14.1% | -2.2% |
| 3M | -0.4% | +18.9% | -19.3% | -6.8% |
| 6M | +19.1% | -11.0% | +30.1% | +17.6% |
| YTD | +66.7% | -29.9% | +96.6% | +75.4% |
| 1Y | +96.5% | -44.3% | +140.8% | +122.4% |
| 3Y | +155.2% | +51.7% | +103.5% | +87.4% |
| All | +90.1% | +15.1% | +75.0% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling