+639.0%
GS vs KEYS
+1,072.8%
-433.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.5% |
| 7D | +0.9% | +2.3% | -1.3% | 0.0% |
| 30D | -1.6% | -2.6% | +1.0% | -0.7% |
| 3M | -4.5% | -4.6% | +0.2% | -3.2% |
| 6M | +20.9% | +8.7% | +12.1% | +15.0% |
| YTD | +19.9% | +61.0% | -41.1% | -5.2% |
| 1Y | +41.4% | +96.0% | -54.6% | +1.9% |
| 3Y | +239.2% | +144.4% | +94.8% | +117.7% |
| 5Y | +185.0% | +80.5% | +104.5% | +102.5% |
| 10Y | +655.0% | +974.9% | -320.0% | +151.1% |
| All | +639.0% | +1,072.8% | -433.7% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling