+100.0%
DAL vs KEYS
+153.6%
-53.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.4% |
| 7D | +3.4% | +4.4% | -1.1% | +1.2% |
| 30D | -13.6% | -2.2% | -11.3% | -12.8% |
| 3M | +1.2% | +0.5% | +0.7% | -0.7% |
| 6M | +34.5% | +22.4% | +12.1% | +17.0% |
| YTD | +14.7% | +64.1% | -49.4% | -18.4% |
| 1Y | +29.2% | +97.0% | -67.7% | -18.9% |
| 3Y | +100.0% | +152.0% | -52.0% | -1.7% |
| All | +100.0% | +153.6% | -53.7% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling