+5,074.9%
DELL vs KEYS
+1,046.4%
+4,028.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.0% | +8.0% | +9.8% |
| 7D | +8.2% | +3.5% | +4.7% | +6.4% |
| 30D | +17.1% | -4.5% | +21.6% | +20.4% |
| 3M | +45.2% | -0.4% | +45.6% | +45.9% |
| 6M | +286.8% | +19.1% | +267.6% | +253.6% |
| YTD | +354.8% | +66.7% | +288.1% | +239.9% |
| 1Y | +358.3% | +96.5% | +261.8% | +211.0% |
| 3Y | +724.9% | +155.2% | +569.7% | +390.0% |
| 5Y | +1,193.7% | +88.0% | +1,105.7% | +769.4% |
| 10Y | +4,433.8% | +1,046.8% | +3,387.0% | +1,423.8% |
| All | +5,074.9% | +1,046.4% | +4,028.5% | +1,642.1% |
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