+1,058.3%
KEYS vs GPC
+122.6%
+935.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +2.3% | +1.2% | +1.1% | +1.8% |
| 30D | -2.6% | +6.0% | -8.6% | -4.9% |
| 3M | -4.6% | +42.6% | -47.3% | -19.0% |
| 6M | +8.7% | +22.8% | -14.0% | -1.9% |
| YTD | +61.0% | +15.5% | +45.6% | +47.5% |
| 1Y | +96.0% | +2.0% | +93.9% | +89.2% |
| 3Y | +144.4% | -1.4% | +145.8% | +132.1% |
| 5Y | +80.5% | +30.6% | +49.9% | +50.5% |
| 10Y | +974.9% | +80.6% | +894.3% | +654.1% |
| All | +1,058.3% | +122.6% | +935.7% | +606.1% |
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