+105.9%
DAL vs KEYS
+79.0%
+27.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | -0.6% | +0.9% | -1.6% | -1.2% |
| 30D | -13.5% | -5.3% | -8.2% | -11.2% |
| 3M | +2.6% | +0.5% | +2.1% | +0.5% |
| 6M | +32.7% | +14.0% | +18.6% | +19.9% |
| YTD | +13.6% | +60.3% | -46.6% | -17.7% |
| 1Y | +28.8% | +91.3% | -62.5% | -16.9% |
| 3Y | +98.2% | +146.1% | -48.0% | +7.4% |
| 5Y | +105.9% | +80.8% | +25.2% | +25.6% |
| All | +105.9% | +79.0% | +27.0% | +25.6% |
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