+39.5%
KEY vs GPN
-46.4%
+85.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.8% |
| 7D | -1.8% | -3.5% | +1.7% | -0.2% |
| 30D | -3.3% | +3.1% | -6.4% | -5.0% |
| 3M | -0.2% | +42.3% | -42.5% | -16.7% |
| 6M | +12.1% | +20.9% | -8.7% | +0.2% |
| YTD | +8.4% | +15.2% | -6.8% | -1.8% |
| 1Y | +17.6% | +5.4% | +12.2% | +11.0% |
| 3Y | +123.3% | -27.4% | +150.7% | +152.6% |
| 5Y | +39.5% | -44.2% | +83.7% | +67.8% |
| All | +39.5% | -46.4% | +85.9% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling