+134.2%
DAL vs KEYS
+1,049.9%
-915.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +0.3% |
| 7D | -0.3% | +3.5% | -3.8% | -2.0% |
| 30D | -11.1% | -4.5% | -6.7% | -9.4% |
| 3M | -2.1% | -0.4% | -1.7% | -3.3% |
| 6M | +35.8% | +19.1% | +16.7% | +22.3% |
| YTD | +16.0% | +66.7% | -50.6% | -12.8% |
| 1Y | +33.7% | +96.5% | -62.8% | -7.8% |
| 3Y | +102.3% | +155.2% | -52.9% | +21.8% |
| 5Y | +110.3% | +88.0% | +22.3% | +41.5% |
| All | +134.2% | +1,049.9% | -915.7% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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