+650.5%
GS vs KR
+124.0%
+526.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +2.4% | -3.1% | +5.5% | +2.7% |
| 30D | -0.1% | +0.6% | -0.7% | -0.1% |
| 3M | +0.2% | -9.8% | +10.0% | +1.0% |
| 6M | +24.8% | -22.1% | +46.9% | +27.4% |
| YTD | +18.8% | -8.1% | +26.9% | +18.6% |
| 1Y | +37.3% | -14.7% | +52.0% | +38.2% |
| 3Y | +237.9% | +28.6% | +209.3% | +216.0% |
| 5Y | +187.0% | +36.4% | +150.7% | +162.8% |
| 10Y | +650.5% | +120.8% | +529.7% | +519.6% |
| All | +650.5% | +124.0% | +526.5% | +519.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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