+188.9%
GS vs KR
+38.2%
+150.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | +3.4% | -1.3% | +4.7% | +3.4% |
| 30D | +0.2% | +1.5% | -1.3% | +0.2% |
| 3M | -0.3% | -8.5% | +8.2% | -0.3% |
| 6M | +27.4% | -21.9% | +49.2% | +27.8% |
| YTD | +19.6% | -6.9% | +26.5% | +18.8% |
| 1Y | +42.5% | -14.0% | +56.4% | +42.2% |
| 3Y | +240.4% | +30.3% | +210.1% | +217.3% |
| 5Y | +188.9% | +37.7% | +151.2% | +161.7% |
| All | +188.9% | +38.2% | +150.7% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling