+96.0%
KEYS vs GAP
+1.5%
+94.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +2.3% | -4.5% | +6.7% | +2.9% |
| 30D | -2.6% | +9.0% | -11.7% | -4.2% |
| 3M | -4.6% | +5.0% | -9.6% | -5.4% |
| 6M | +8.7% | -17.8% | +26.5% | +14.1% |
| YTD | +61.0% | -10.4% | +71.4% | +63.4% |
| 1Y | +96.0% | -3.4% | +99.4% | +87.2% |
| All | +96.0% | +1.5% | +94.5% | +87.2% |
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