+784.1%
DE vs KEY
+107.2%
+676.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +9.3% | +6.7% | +2.6% | +6.6% |
| 3M | +12.2% | -4.6% | +16.8% | +14.1% |
| 6M | +18.1% | +2.6% | +15.5% | +16.6% |
| YTD | +49.8% | +7.0% | +42.8% | +45.4% |
| 1Y | +46.4% | +23.5% | +22.9% | +34.3% |
| 3Y | +92.5% | +126.4% | -33.9% | +34.9% |
| 5Y | +107.4% | +13.0% | +94.4% | +82.0% |
| 10Y | +784.1% | +99.5% | +684.6% | +424.9% |
| All | +784.1% | +107.2% | +676.8% | +424.9% |
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