+42.5%
GS vs KR
-13.6%
+56.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -1.0% |
| 7D | +3.4% | -1.3% | +4.7% | +2.9% |
| 30D | +0.2% | +1.5% | -1.3% | +0.8% |
| 3M | -0.3% | -8.5% | +8.2% | -2.9% |
| 6M | +27.4% | -21.9% | +49.2% | +17.2% |
| YTD | +19.6% | -6.9% | +26.5% | +15.8% |
| 1Y | +42.5% | -14.0% | +56.4% | +35.4% |
| All | +42.5% | -13.6% | +56.1% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling