+141.0%
GS vs KEY
+12.4%
+128.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.7% | -3.6% | -5.1% |
| 7D | -6.3% | -2.5% | -3.9% | -5.1% |
| 30D | -3.1% | +4.1% | -7.2% | -4.9% |
| 3M | -17.7% | -8.4% | -9.3% | -14.2% |
| 6M | -4.6% | -2.3% | -2.3% | -3.5% |
| YTD | +0.3% | +4.6% | -4.3% | -1.4% |
| 1Y | +11.7% | +24.6% | -12.8% | +1.4% |
| 3Y | +183.6% | +112.8% | +70.8% | +108.8% |
| 5Y | +141.0% | +12.9% | +128.0% | +125.4% |
| All | +141.0% | +12.4% | +128.6% | +125.4% |
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