+633.1%
GS vs KEYS
+1,005.8%
-372.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | -1.7% | +0.9% | -2.7% | -2.2% |
| 30D | -0.9% | -5.3% | +4.3% | +1.2% |
| 3M | +2.3% | +0.5% | +1.8% | +1.3% |
| 6M | +23.4% | +14.0% | +9.4% | +14.9% |
| YTD | +17.7% | +60.3% | -42.6% | -7.3% |
| 1Y | +35.1% | +91.3% | -56.2% | -2.5% |
| 3Y | +234.9% | +146.1% | +88.8% | +111.5% |
| 5Y | +185.3% | +80.8% | +104.5% | +100.2% |
| All | +633.1% | +1,005.8% | -372.7% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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