+351.3%
DAL vs KEY
+16.7%
+334.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +0.1% | +2.2% | -2.1% | -0.9% |
| 30D | -13.9% | -3.0% | -10.9% | -12.6% |
| 3M | +1.1% | +3.3% | -2.3% | -0.4% |
| 6M | +26.2% | +9.2% | +17.0% | +21.2% |
| YTD | +16.4% | +10.6% | +5.8% | +11.3% |
| 1Y | +33.9% | +20.4% | +13.5% | +22.9% |
| 3Y | +93.4% | +121.8% | -28.5% | +31.7% |
| 5Y | +106.4% | +41.1% | +65.2% | +64.3% |
| 10Y | +143.0% | +168.5% | -25.6% | +40.3% |
| All | +351.3% | +16.7% | +334.6% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling