+167.0%
KEY vs GAP
+34.2%
+132.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +2.7% | +1.7% | +1.0% | +2.2% |
| 30D | -3.2% | +9.3% | -12.5% | -6.6% |
| 3M | +1.0% | +6.1% | -5.1% | -1.9% |
| 6M | +11.9% | -2.3% | +14.2% | +10.5% |
| YTD | +8.7% | -10.6% | +19.3% | +10.0% |
| 1Y | +18.5% | -4.4% | +22.9% | +16.2% |
| 3Y | +124.0% | +118.3% | +5.6% | +43.8% |
| 5Y | +40.8% | +12.2% | +28.6% | +7.1% |
| 10Y | +167.0% | +33.7% | +133.3% | +52.8% |
| All | +167.0% | +34.2% | +132.8% | +52.8% |
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