+176.8%
DAL vs KEYS
+967.0%
-790.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.6% |
| 7D | -1.1% | +9.4% | -10.5% | -5.0% |
| 30D | +12.8% | -16.8% | +29.6% | +21.1% |
| 3M | -5.3% | -15.9% | +10.6% | +0.7% |
| 6M | +22.4% | -17.6% | +39.9% | +29.6% |
| YTD | +25.6% | +46.5% | -20.9% | -0.4% |
| 1Y | +45.5% | +66.9% | -21.4% | +8.1% |
| 3Y | +161.0% | +141.4% | +19.6% | +61.9% |
| 5Y | +112.2% | +59.5% | +52.7% | +54.4% |
| 10Y | +109.1% | +761.1% | -652.0% | -24.8% |
| All | +176.8% | +967.0% | -790.1% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling