+403.7%
DAL vs KEY
+13.4%
+390.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.5% | +5.6% | +6.4% |
| 7D | +11.1% | +1.7% | +9.4% | +10.3% |
| 30D | +7.7% | +6.8% | +0.9% | +4.4% |
| 3M | -3.5% | -5.8% | +2.3% | -0.7% |
| 6M | +31.3% | +1.4% | +29.9% | +30.6% |
| YTD | +30.0% | +7.5% | +22.5% | +26.0% |
| 1Y | +62.1% | +29.6% | +32.5% | +43.8% |
| 3Y | +176.6% | +118.8% | +57.9% | +90.5% |
| 5Y | +126.2% | +16.8% | +109.3% | +96.9% |
| 10Y | +135.1% | +133.0% | +2.1% | +44.6% |
| All | +403.7% | +13.4% | +390.4% | +202.7% |
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