+185.7%
GS vs KEY
+40.7%
+145.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.9% | +2.2% | -1.3% | -0.1% |
| 30D | -1.6% | -3.0% | +1.4% | -0.2% |
| 3M | -4.5% | +3.3% | -7.8% | -5.9% |
| 6M | +20.9% | +9.2% | +11.7% | +16.1% |
| YTD | +19.9% | +10.6% | +9.2% | +14.7% |
| 1Y | +41.4% | +20.4% | +21.0% | +29.9% |
| 3Y | +239.2% | +121.8% | +117.3% | +143.1% |
| All | +185.7% | +40.7% | +145.0% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling