+123.6%
KEY vs GAP
+114.4%
+9.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.2% | -4.5% | +6.7% | +3.2% |
| 30D | -3.0% | +9.0% | -12.1% | -5.1% |
| 3M | +3.3% | +5.0% | -1.7% | +1.8% |
| 6M | +9.2% | -17.8% | +27.0% | +12.4% |
| YTD | +10.6% | -10.4% | +21.0% | +11.7% |
| 1Y | +20.4% | -3.4% | +23.8% | +19.0% |
| All | +123.6% | +114.4% | +9.2% | +72.5% |
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 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