+188.9%
GS vs KEEL
-36.1%
+225.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -1.0% |
| 7D | +3.4% | +21.5% | -18.1% | +1.3% |
| 30D | +0.2% | -3.9% | +4.1% | +0.1% |
| 3M | -0.3% | -34.1% | +33.8% | +2.6% |
| 6M | +27.4% | +82.8% | -55.5% | +17.1% |
| YTD | +19.6% | +58.7% | -39.1% | +10.6% |
| 1Y | +42.5% | +191.4% | -148.9% | +20.3% |
| 3Y | +240.4% | +205.7% | +34.7% | +166.0% |
| 5Y | +188.9% | -37.0% | +225.9% | +139.3% |
| All | +188.9% | -36.1% | +225.0% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling