+145.3%
DAL vs KEY
+168.7%
-23.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +0.1% | +2.2% | -2.1% | -1.1% |
| 30D | -13.9% | -3.0% | -10.9% | -12.3% |
| 3M | +1.1% | +3.3% | -2.3% | -0.8% |
| 6M | +26.2% | +9.2% | +17.0% | +19.9% |
| YTD | +16.4% | +10.6% | +5.8% | +10.0% |
| 1Y | +33.9% | +20.4% | +13.5% | +20.2% |
| 3Y | +93.4% | +121.8% | -28.5% | +19.5% |
| 5Y | +106.4% | +41.1% | +65.2% | +55.3% |
| All | +145.3% | +168.7% | -23.5% | +20.1% |
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