+80.8%
KEYS vs GAP
+3.0%
+77.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | +0.9% | -6.3% | +7.3% | +2.1% |
| 30D | -5.3% | -0.2% | -5.0% | -5.5% |
| 3M | +0.5% | 0.0% | +0.5% | -0.2% |
| 6M | +14.0% | -8.1% | +22.2% | +14.4% |
| YTD | +60.3% | -16.5% | +76.7% | +63.2% |
| 1Y | +91.3% | -10.5% | +101.8% | +91.7% |
| 3Y | +146.1% | +104.0% | +42.2% | +103.6% |
| 5Y | +80.8% | +6.8% | +74.0% | +47.2% |
| All | +80.8% | +3.0% | +77.8% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling