+478.5%
GS vs KEY
+121.9%
+356.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +3.2% |
| 7D | +0.8% | -0.4% | +1.2% | +1.2% |
| 30D | +1.2% | +7.2% | -6.0% | -2.5% |
| 3M | -12.4% | -4.9% | -7.5% | -10.0% |
| 6M | -2.3% | +1.1% | -3.4% | -2.9% |
| YTD | +4.6% | +6.8% | -2.2% | +1.2% |
| 1Y | +17.5% | +23.3% | -5.8% | +5.2% |
| 3Y | +202.0% | +126.1% | +76.0% | +93.4% |
| 5Y | +152.4% | +15.2% | +137.2% | +116.1% |
| 10Y | +478.5% | +113.6% | +364.9% | +198.5% |
| All | +478.5% | +121.9% | +356.6% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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