+111.4%
DAL vs KEYS
+59.1%
+52.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.7% |
| 7D | -1.1% | +9.4% | -10.5% | -5.5% |
| 30D | +12.8% | -16.8% | +29.6% | +22.3% |
| 3M | -5.3% | -15.9% | +10.6% | +1.5% |
| 6M | +22.4% | -17.6% | +39.9% | +30.5% |
| YTD | +25.6% | +46.5% | -20.9% | -7.2% |
| 1Y | +45.5% | +66.9% | -21.4% | -1.2% |
| 3Y | +161.0% | +141.4% | +19.6% | +36.9% |
| All | +111.4% | +59.1% | +52.3% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling