+294.5%
KEEL vs GAP
+75.9%
+218.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +2.9% |
| 7D | +2.9% | -4.1% | +7.0% | +4.3% |
| 30D | +0.8% | +6.2% | -5.4% | -2.1% |
| 3M | -35.3% | -0.7% | -34.6% | -36.5% |
| 6M | +59.4% | -7.1% | +66.5% | +58.4% |
| YTD | +51.9% | -14.1% | +66.0% | +54.6% |
| 1Y | +75.0% | -8.5% | +83.5% | +73.0% |
| 3Y | +224.5% | +115.4% | +109.2% | +127.4% |
| 5Y | -35.9% | +9.8% | -45.7% | -50.0% |
| All | +294.5% | +75.9% | +218.5% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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