+118.1%
DAL vs KEY
+122.1%
-4.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -2.7% |
| 7D | +4.6% | -2.5% | +7.0% | +6.2% |
| 30D | +2.3% | +4.1% | -1.8% | 0.0% |
| 3M | -8.1% | -8.4% | +0.3% | -3.1% |
| 6M | +21.4% | -2.3% | +23.7% | +23.2% |
| YTD | +24.3% | +4.6% | +19.7% | +21.5% |
| 1Y | +47.4% | +24.6% | +22.8% | +29.9% |
| 3Y | +164.6% | +112.8% | +51.8% | +68.5% |
| 5Y | +100.2% | +12.9% | +87.3% | +73.8% |
| All | +118.1% | +122.1% | -4.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling