+442.5%
GS vs KEEL
+115.5%
+327.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -1.1% |
| 7D | +5.1% | +18.2% | -13.0% | +4.0% |
| 30D | +2.4% | -32.1% | +34.5% | +4.4% |
| 3M | -11.5% | -44.9% | +33.4% | -9.0% |
| 6M | -2.5% | -52.1% | +49.6% | +0.5% |
| YTD | +5.5% | -17.0% | +22.5% | +4.6% |
| 1Y | +11.0% | -38.5% | +49.5% | +11.5% |
| 3Y | +200.1% | +62.5% | +137.6% | +176.9% |
| 5Y | +154.7% | -77.3% | +232.0% | +138.0% |
| All | +442.5% | +115.5% | +327.0% | +385.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling