+113.6%
KEY vs GAP
+20.3%
+93.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +1.5% |
| 7D | -0.4% | 0.0% | -0.4% | -0.5% |
| 30D | +7.2% | -4.3% | +11.5% | +8.5% |
| 3M | -4.9% | +9.4% | -14.3% | -8.8% |
| 6M | +1.1% | -3.3% | +4.3% | -0.1% |
| YTD | +6.8% | -10.5% | +17.3% | +7.4% |
| 1Y | +23.3% | -2.4% | +25.7% | +19.9% |
| 3Y | +126.1% | +80.1% | +46.0% | +55.7% |
| 5Y | +15.2% | +6.5% | +8.7% | -10.7% |
| 10Y | +113.6% | +14.6% | +99.0% | +22.4% |
| All | +113.6% | +20.3% | +93.3% | +22.4% |
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