+75.5%
DE vs KEY
+132.7%
-57.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +10.0% | +2.2% | +7.8% | +9.2% |
| 30D | +13.3% | -3.0% | +16.3% | +14.4% |
| 3M | +17.5% | +3.3% | +14.2% | +16.2% |
| 6M | +13.6% | +9.2% | +4.4% | +10.4% |
| YTD | +49.8% | +10.6% | +39.1% | +44.7% |
| 1Y | +47.9% | +20.4% | +27.5% | +38.8% |
| All | +75.5% | +132.7% | -57.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling