+94.2%
KEY vs GPN
+39.9%
+54.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -1.7% |
| 7D | +2.9% | -5.6% | +8.6% | +5.4% |
| 30D | +8.4% | +13.6% | -5.2% | -0.9% |
| 3M | -5.8% | -2.8% | -2.9% | -6.2% |
| 6M | +5.4% | +38.1% | -32.6% | -15.8% |
| YTD | +7.1% | +19.9% | -12.9% | -9.4% |
| 1Y | +26.8% | +23.4% | +3.4% | +5.2% |
| 3Y | +128.7% | -12.6% | +141.3% | +123.9% |
| 5Y | +13.6% | -26.6% | +40.3% | +20.1% |
| All | +94.2% | +39.9% | +54.3% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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