+2,064.0%
GS vs KR
+511.5%
+1,552.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | +1.5% | -0.6% | +0.6% |
| 30D | -1.6% | +4.1% | -5.7% | -2.6% |
| 3M | -4.5% | -5.2% | +0.7% | -3.7% |
| 6M | +20.9% | -12.8% | +33.7% | +23.6% |
| YTD | +19.9% | -4.6% | +24.5% | +19.2% |
| 1Y | +41.4% | -11.7% | +53.1% | +43.0% |
| 3Y | +239.2% | +36.3% | +202.9% | +196.6% |
| 5Y | +185.0% | +40.0% | +145.1% | +141.0% |
| 10Y | +655.0% | +122.2% | +532.8% | +413.6% |
| All | +2,064.0% | +511.5% | +1,552.6% | +824.4% |
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 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