+122.8%
DAL vs KEY
+120.9%
+1.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.5% |
| 7D | +8.8% | -1.3% | +10.1% | +9.7% |
| 30D | +5.4% | +5.1% | +0.3% | +2.4% |
| 3M | -4.9% | -7.1% | +2.2% | -0.6% |
| 6M | +19.8% | -4.4% | +24.2% | +23.1% |
| YTD | +27.0% | +4.0% | +23.0% | +24.5% |
| 1Y | +52.5% | +23.4% | +29.0% | +35.1% |
| 3Y | +173.8% | +113.9% | +59.9% | +73.9% |
| 5Y | +104.5% | +12.3% | +92.2% | +78.1% |
| All | +122.8% | +120.9% | +1.9% | +23.8% |
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