+95.7%
KEYS vs GPC
+0.6%
+95.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +2.9% | -0.6% | +3.6% | +2.9% |
| 30D | -1.3% | +1.3% | -2.6% | -1.4% |
| 3M | -0.1% | +37.1% | -37.2% | -6.1% |
| 6M | +17.4% | +23.2% | -5.8% | +12.8% |
| YTD | +62.9% | +13.1% | +49.8% | +53.4% |
| 1Y | +95.7% | +0.9% | +94.9% | +91.3% |
| All | +95.7% | +0.6% | +95.2% | +91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling