+128.7%
KEY vs GAP
+70.6%
+58.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | +2.9% | -1.9% | +4.8% | +3.3% |
| 30D | +8.4% | -7.1% | +15.5% | +9.9% |
| 3M | -5.8% | +4.1% | -9.9% | -7.0% |
| 6M | +5.4% | +1.9% | +3.5% | +3.7% |
| YTD | +7.1% | -15.2% | +22.3% | +8.9% |
| 1Y | +26.8% | -10.6% | +37.4% | +27.5% |
| 3Y | +128.7% | +74.6% | +54.1% | +101.1% |
| All | +128.7% | +70.6% | +58.1% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling