+1,020.9%
KEYS vs GPC
+83.6%
+937.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +2.9% | -0.6% | +3.6% | +3.1% |
| 30D | -1.3% | +1.3% | -2.6% | -2.0% |
| 3M | -0.1% | +37.1% | -37.2% | -13.4% |
| 6M | +17.4% | +23.2% | -5.8% | +6.0% |
| YTD | +62.9% | +13.1% | +49.8% | +50.7% |
| 1Y | +95.7% | +0.9% | +94.9% | +89.9% |
| 3Y | +150.2% | -0.8% | +151.0% | +136.9% |
| 5Y | +83.1% | +31.1% | +52.0% | +53.3% |
| 10Y | +1,020.9% | +87.4% | +933.5% | +701.2% |
| All | +1,020.9% | +83.6% | +937.3% | +701.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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