+189.2%
GS vs KEYS
+83.3%
+105.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.0% |
| 7D | +3.4% | +4.4% | -1.0% | +1.5% |
| 30D | +0.2% | -2.2% | +2.4% | +0.9% |
| 3M | -0.3% | +0.5% | -0.9% | -1.3% |
| 6M | +27.4% | +22.4% | +5.0% | +15.4% |
| YTD | +19.6% | +64.1% | -44.4% | -6.2% |
| 1Y | +42.5% | +97.0% | -54.5% | +2.1% |
| 3Y | +240.4% | +152.0% | +88.4% | +114.0% |
| All | +189.2% | +83.3% | +105.9% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling