+1,098.7%
KEYS vs GWRE
+196.1%
+902.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.5% | -13.2% | +16.7% | +7.4% |
| 30D | -4.5% | -18.6% | +14.1% | -0.6% |
| 3M | -0.4% | +18.9% | -19.3% | -9.5% |
| 6M | +19.1% | -11.0% | +30.1% | +15.6% |
| YTD | +66.7% | -29.9% | +96.6% | +74.3% |
| 1Y | +96.5% | -44.3% | +140.8% | +123.3% |
| 3Y | +155.2% | +51.7% | +103.5% | +83.8% |
| 5Y | +88.0% | +15.4% | +72.5% | +46.7% |
| 10Y | +1,046.8% | +129.4% | +917.3% | +539.8% |
| All | +1,098.7% | +196.1% | +902.6% | +523.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling