+186.8%
GS vs KEY
+107.3%
+79.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.7% | -3.6% | -4.6% |
| 7D | -6.3% | -2.5% | -3.9% | -4.7% |
| 30D | -3.1% | +4.1% | -7.2% | -5.6% |
| 3M | -17.7% | -8.4% | -9.3% | -12.9% |
| 6M | -4.6% | -2.3% | -2.3% | -3.2% |
| YTD | +0.3% | +4.6% | -4.3% | -2.3% |
| 1Y | +11.7% | +24.6% | -12.8% | -2.3% |
| All | +186.8% | +107.3% | +79.5% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling