+911.7%
DE vs KEYS
+1,113.8%
-202.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.7% |
| 7D | -2.6% | +3.5% | -6.1% | -3.8% |
| 30D | +9.0% | -4.5% | +13.5% | +10.5% |
| 3M | +19.1% | -0.4% | +19.6% | +18.3% |
| 6M | +14.4% | +19.1% | -4.7% | +6.3% |
| YTD | +45.9% | +66.7% | -20.7% | +18.5% |
| 1Y | +43.6% | +96.5% | -52.9% | +9.0% |
| 3Y | +75.9% | +155.2% | -79.3% | +18.4% |
| 5Y | +98.8% | +88.0% | +10.8% | +45.8% |
| 10Y | +861.4% | +1,046.8% | -185.3% | +283.3% |
| All | +911.7% | +1,113.8% | -202.1% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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