+863.5%
DE vs KEY
+167.1%
+696.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +11.1% | -3.3% | +14.4% | +12.5% |
| 3M | +17.6% | -0.7% | +18.3% | +17.8% |
| 6M | +13.6% | +12.5% | +1.1% | +8.5% |
| YTD | +46.3% | +8.4% | +37.9% | +41.5% |
| 1Y | +44.2% | +18.4% | +25.7% | +34.3% |
| 3Y | +76.6% | +123.3% | -46.8% | +24.3% |
| 5Y | +98.2% | +38.8% | +59.4% | +58.5% |
| 10Y | +863.5% | +169.3% | +694.2% | +482.2% |
| All | +863.5% | +167.1% | +696.4% | +482.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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