Fix performance regression in transform

Author: evanpw

pandas/core/groupby.py

@@ -491,7 +491,7 @@ def _set_result_index_ordered(self, result):
 
         # shortcut of we have an already ordered grouper
         if not self.grouper.is_monotonic:
-            index = Index(np.concatenate([ indices[v] for v in self.grouper.result_index if v in indices]))
+            index = Index(np.concatenate([ indices.get(v, []) for v in self.grouper.result_index]))
             result.index = index
             result = result.sort_index()