+1,788.2%
GS vs KR
+609.8%
+1,178.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +1.2% | +10.3% | -9.1% | -1.4% |
| 3M | -12.4% | +20.7% | -33.1% | -16.8% |
| 6M | -2.3% | +4.9% | -7.2% | -4.5% |
| YTD | +4.6% | +10.7% | -6.1% | -0.2% |
| 1Y | +17.5% | +7.2% | +10.4% | +13.0% |
| 3Y | +202.0% | +65.7% | +136.3% | +150.3% |
| 5Y | +152.4% | +80.8% | +71.6% | +98.9% |
| 10Y | +478.5% | +159.6% | +318.9% | +277.7% |
| All | +1,788.2% | +609.8% | +1,178.4% | +674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling