+450.3%
GS vs KEEL
+128.7%
+321.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.6% | +1.3% |
| 7D | -0.1% | -1.4% | +1.3% | -0.2% |
| 30D | +3.7% | -29.8% | +33.5% | +5.5% |
| 3M | -10.0% | -37.1% | +27.1% | -8.1% |
| 6M | -1.0% | -51.9% | +50.9% | +2.0% |
| YTD | +7.0% | -11.9% | +18.9% | +5.8% |
| 1Y | +16.6% | -38.6% | +55.2% | +17.1% |
| 3Y | +204.4% | +72.5% | +131.9% | +179.9% |
| 5Y | +160.0% | -74.4% | +234.4% | +141.9% |
| All | +450.3% | +128.7% | +321.6% | +390.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling