+65.3%
KEYS vs GPC
0.0%
+65.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.5% |
| 7D | +16.7% | -1.3% | +18.0% | +16.7% |
| 30D | -17.8% | -6.0% | -11.8% | -17.8% |
| 3M | -14.2% | -7.6% | -6.6% | -14.1% |
| 6M | -15.9% | +24.2% | -40.1% | -20.7% |
| YTD | +49.7% | +2.7% | +47.0% | +39.0% |
| 1Y | +65.3% | +0.2% | +65.1% | +57.2% |
| All | +65.3% | 0.0% | +65.3% | +57.2% |
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 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