+1,145.9%
DELL vs KEYS
+87.1%
+1,058.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.0% | +8.0% | +9.5% |
| 7D | +8.2% | +3.5% | +4.7% | +6.2% |
| 30D | +17.1% | -4.5% | +21.6% | +20.8% |
| 3M | +45.2% | -0.4% | +45.6% | +45.7% |
| 6M | +286.8% | +19.1% | +267.6% | +249.2% |
| YTD | +354.8% | +66.7% | +288.1% | +225.6% |
| 1Y | +358.3% | +96.5% | +261.8% | +192.6% |
| 3Y | +724.9% | +155.2% | +569.7% | +349.2% |
| All | +1,145.9% | +87.1% | +1,058.8% | +650.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling