+154.7%
GS vs KEYS
+62.9%
+91.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | +5.1% | +16.7% | -11.6% | -1.2% |
| 30D | +2.4% | -17.8% | +20.3% | +10.1% |
| 3M | -11.5% | -14.2% | +2.7% | -6.9% |
| 6M | -2.5% | -15.9% | +13.4% | +2.5% |
| YTD | +5.5% | +49.7% | -44.3% | -15.0% |
| 1Y | +11.0% | +65.3% | -54.3% | -14.5% |
| 3Y | +200.1% | +144.9% | +55.2% | +89.3% |
| 5Y | +154.7% | +63.0% | +91.7% | +72.6% |
| All | +154.7% | +62.9% | +91.8% | +72.6% |
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