+59.6%
KEYS vs GAP
+10.4%
+49.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.0% | -14.3% | -7.0% |
| 7D | -14.8% | +8.0% | -22.8% | -15.4% |
| 30D | -25.6% | +2.7% | -28.3% | -25.7% |
| 3M | -16.2% | +16.0% | -32.3% | -18.1% |
| 6M | -18.6% | +2.0% | -20.7% | -18.6% |
| YTD | +40.7% | -4.4% | +45.1% | +41.3% |
| 1Y | +59.6% | +9.2% | +50.4% | +48.5% |
| All | +59.6% | +10.4% | +49.2% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling