+1,018.0%
KEYS vs GAP
+31.2%
+986.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.6% |
| 7D | +3.5% | -4.1% | +7.6% | +4.1% |
| 30D | -4.5% | +6.2% | -10.7% | -5.6% |
| 3M | -0.4% | -0.7% | +0.3% | -0.9% |
| 6M | +19.1% | -7.1% | +26.3% | +19.3% |
| YTD | +66.7% | -14.1% | +80.7% | +68.5% |
| 1Y | +96.5% | -8.5% | +105.0% | +96.3% |
| 3Y | +155.2% | +115.4% | +39.8% | +116.8% |
| 5Y | +88.0% | +9.8% | +78.2% | +67.5% |
| All | +1,018.0% | +31.2% | +986.8% | +807.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling