+202.0%
GS vs KR
+65.7%
+136.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.7% |
| 7D | +0.8% | -0.5% | +1.3% | +0.7% |
| 30D | +1.2% | +10.3% | -9.1% | +3.1% |
| 3M | -12.4% | +20.7% | -33.1% | -9.2% |
| 6M | -2.3% | +4.9% | -7.2% | -0.8% |
| YTD | +4.6% | +10.7% | -6.1% | +6.5% |
| 1Y | +17.5% | +7.2% | +10.4% | +19.4% |
| 3Y | +202.0% | +65.7% | +136.3% | +206.2% |
| All | +202.0% | +65.7% | +136.3% | +206.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling