+199.8%
GS vs KR
+72.2%
+127.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.6% |
| 7D | +5.9% | +4.6% | +1.3% | +6.7% |
| 30D | +4.3% | +12.2% | -7.9% | +6.5% |
| 3M | -11.7% | +24.6% | -36.2% | -8.0% |
| 6M | -3.2% | +8.2% | -11.4% | -1.2% |
| YTD | +5.8% | +15.3% | -9.5% | +8.4% |
| 1Y | +16.0% | +9.8% | +6.3% | +18.5% |
| 3Y | +199.8% | +71.4% | +128.4% | +206.4% |
| All | +199.8% | +72.2% | +127.5% | +206.4% |
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 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