+105.8%
DAL vs KEY
+40.7%
+65.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +0.1% | +2.2% | -2.1% | -1.0% |
| 30D | -13.9% | -3.0% | -10.9% | -12.5% |
| 3M | +1.1% | +3.3% | -2.3% | -0.6% |
| 6M | +26.2% | +9.2% | +17.0% | +20.6% |
| YTD | +16.4% | +10.6% | +5.8% | +10.8% |
| 1Y | +33.9% | +20.4% | +13.5% | +21.8% |
| 3Y | +93.4% | +121.8% | -28.5% | +31.7% |
| All | +105.8% | +40.7% | +65.1% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling