+654.3%
GS vs KEY
+168.7%
+485.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.9% | +2.2% | -1.3% | -0.3% |
| 30D | -1.6% | -3.0% | +1.4% | +0.1% |
| 3M | -4.5% | +3.3% | -7.8% | -6.2% |
| 6M | +20.9% | +9.2% | +11.7% | +15.3% |
| YTD | +19.9% | +10.6% | +9.2% | +13.7% |
| 1Y | +41.4% | +20.4% | +21.0% | +27.7% |
| 3Y | +239.2% | +121.8% | +117.3% | +117.3% |
| 5Y | +185.0% | +41.1% | +143.9% | +115.6% |
| All | +654.3% | +168.7% | +485.5% | +234.3% |
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