+953.7%
KEYS vs GPC
+98.8%
+854.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +9.4% | +0.4% | +8.9% | +9.2% |
| 30D | -16.8% | -6.3% | -10.5% | -15.0% |
| 3M | -15.9% | -8.2% | -7.7% | -13.6% |
| 6M | -17.6% | +27.1% | -44.7% | -27.2% |
| YTD | +46.5% | +3.1% | +43.4% | +39.5% |
| 1Y | +66.9% | +0.1% | +66.8% | +61.0% |
| 3Y | +141.4% | +0.2% | +141.2% | +125.8% |
| 5Y | +59.5% | +4.9% | +54.6% | +44.8% |
| 10Y | +761.1% | +75.2% | +685.9% | +501.4% |
| All | +953.7% | +98.8% | +854.9% | +567.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling