+14,606.5%
DE vs KEY
+1,012.1%
+13,594.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +9.3% | +6.7% | +2.6% | +7.1% |
| 3M | +12.2% | -4.6% | +16.8% | +13.7% |
| 6M | +18.1% | +2.6% | +15.5% | +16.9% |
| YTD | +49.8% | +7.0% | +42.8% | +46.2% |
| 1Y | +46.4% | +23.5% | +22.9% | +36.5% |
| 3Y | +92.5% | +126.4% | -33.9% | +44.7% |
| 5Y | +107.4% | +13.0% | +94.4% | +84.0% |
| 10Y | +784.1% | +99.5% | +684.6% | +520.7% |
| All | +14,606.5% | +1,012.1% | +13,594.4% | +4,489.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling