+1,080.2%
KEYS vs GAP
-6.6%
+1,086.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +4.4% | +1.7% | +2.7% | +4.2% |
| 30D | -2.2% | +9.3% | -11.5% | -3.9% |
| 3M | +0.5% | +6.1% | -5.5% | -0.9% |
| 6M | +22.4% | -2.3% | +24.7% | +21.6% |
| YTD | +64.1% | -10.6% | +74.7% | +64.9% |
| 1Y | +97.0% | -4.4% | +101.4% | +95.4% |
| 3Y | +152.0% | +118.3% | +33.7% | +112.5% |
| 5Y | +83.7% | +12.2% | +71.5% | +62.9% |
| 10Y | +997.9% | +33.7% | +964.1% | +759.1% |
| All | +1,080.2% | -6.6% | +1,086.9% | +901.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling