+105.0%
DAL vs KEY
+95.2%
+9.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.9% |
| 7D | +1.4% | +1.8% | -0.4% | +0.4% |
| 30D | +9.1% | +7.1% | +1.9% | +4.9% |
| 3M | -3.5% | -5.9% | +2.4% | +0.2% |
| 6M | +23.4% | +2.2% | +21.2% | +21.9% |
| YTD | +26.0% | +6.4% | +19.6% | +21.9% |
| 1Y | +44.6% | +24.8% | +19.9% | +27.4% |
| 3Y | +162.7% | +125.2% | +37.5% | +61.8% |
| 5Y | +113.0% | +13.0% | +100.0% | +85.1% |
| All | +105.0% | +95.2% | +9.8% | +13.8% |
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