+157.4%
GS vs KEEL
-78.9%
+236.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | +1.6% | -12.8% | +14.4% | +2.8% |
| 30D | +1.7% | -37.4% | +39.0% | +6.1% |
| 3M | -11.6% | -43.8% | +32.2% | -7.2% |
| 6M | -1.9% | -51.9% | +50.0% | +3.3% |
| YTD | +5.1% | -18.7% | +23.8% | +3.3% |
| 1Y | +16.4% | -46.6% | +63.1% | +18.5% |
| 3Y | +199.0% | +59.2% | +139.8% | +149.1% |
| 5Y | +157.4% | -75.8% | +233.3% | +134.6% |
| All | +157.4% | -78.9% | +236.3% | +134.6% |
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