+141.4%
KEYS vs GPC
+0.2%
+141.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +9.4% | +0.4% | +8.9% | +9.3% |
| 30D | -16.8% | -6.3% | -10.5% | -15.7% |
| 3M | -15.9% | -8.2% | -7.7% | -14.5% |
| 6M | -17.6% | +27.1% | -44.7% | -25.0% |
| YTD | +46.5% | +3.1% | +43.4% | +40.6% |
| 1Y | +66.9% | +0.1% | +66.8% | +62.0% |
| 3Y | +141.4% | +0.2% | +141.2% | +118.8% |
| All | +141.4% | +0.2% | +141.2% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling