+240.4%
GS vs KEYS
+153.6%
+86.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.0% |
| 7D | +3.4% | +4.4% | -1.0% | +1.6% |
| 30D | +0.2% | -2.2% | +2.4% | +0.9% |
| 3M | -0.3% | +0.5% | -0.9% | -1.4% |
| 6M | +27.4% | +22.4% | +5.0% | +15.5% |
| YTD | +19.6% | +64.1% | -44.4% | -6.5% |
| 1Y | +42.5% | +97.0% | -54.5% | +1.3% |
| 3Y | +240.4% | +152.0% | +88.4% | +102.0% |
| All | +240.4% | +153.6% | +86.8% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling