+37.3%
GS vs KEEL
+185.4%
-148.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +2.4% | +19.3% | -16.9% | +0.4% |
| 30D | -0.1% | +9.1% | -9.2% | -1.5% |
| 3M | +0.2% | -31.5% | +31.7% | +2.7% |
| 6M | +24.8% | +75.8% | -51.0% | +15.7% |
| YTD | +18.8% | +57.9% | -39.1% | +10.1% |
| 1Y | +37.3% | +133.3% | -96.0% | +26.7% |
| All | +37.3% | +185.4% | -148.1% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling