+124.1%
KEY vs GPN
-28.6%
+152.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | -0.3% | -6.2% | +5.9% | +2.1% |
| 30D | -3.3% | +1.0% | -4.3% | -3.9% |
| 3M | -0.7% | +36.9% | -37.6% | -13.2% |
| 6M | +12.5% | +16.8% | -4.3% | +4.2% |
| YTD | +8.4% | +13.2% | -4.8% | +1.1% |
| 1Y | +18.4% | +1.4% | +17.0% | +15.9% |
| All | +124.1% | -28.6% | +152.8% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling