+14,609.3%
DE vs KEY
+1,050.5%
+13,558.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.3% |
| 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% | +44.8% |
| 1Y | +47.9% | +20.4% | +27.5% | +38.8% |
| 3Y | +72.5% | +121.8% | -49.3% | +30.0% |
| 5Y | +90.2% | +41.1% | +49.1% | +57.2% |
| 10Y | +865.4% | +168.5% | +696.8% | +519.8% |
| All | +14,609.3% | +1,050.5% | +13,558.8% | +4,444.8% |
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