-40.8%
GPN vs KEEL
+294.5%
-335.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.5% |
| 7D | -4.6% | +2.9% | -7.5% | -4.8% |
| 30D | -0.3% | +0.8% | -1.1% | -0.6% |
| 3M | +35.4% | -35.3% | +70.8% | +37.0% |
| 6M | +21.7% | +59.4% | -37.7% | +16.9% |
| YTD | +14.9% | +51.9% | -37.0% | +10.0% |
| 1Y | +3.2% | +75.0% | -71.8% | -3.0% |
| 3Y | -27.1% | +224.5% | -251.7% | -35.7% |
| 5Y | -44.4% | -35.9% | -8.5% | -50.9% |
| All | -40.8% | +294.5% | -335.3% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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