+280.1%
KEEL vs GAP
+71.0%
+209.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.2% | -6.6% |
| 7D | +2.7% | -6.3% | +9.0% | +4.9% |
| 30D | +4.6% | -0.2% | +4.8% | +3.5% |
| 3M | -34.5% | 0.0% | -34.5% | -35.8% |
| 6M | +59.3% | -8.1% | +67.4% | +58.7% |
| YTD | +46.4% | -16.5% | +62.8% | +50.3% |
| 1Y | +96.6% | -10.5% | +107.0% | +95.7% |
| 3Y | +182.0% | +104.0% | +78.0% | +101.2% |
| 5Y | -38.2% | +6.8% | -45.0% | -51.4% |
| All | +280.1% | +71.0% | +209.1% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling