-100.0%
DFNS vs KEY
+144.7%
-244.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -2.4% |
| 7D | -42.8% | -0.4% | -42.4% | -42.9% |
| 30D | -67.6% | +7.2% | -74.8% | -67.0% |
| 3M | -94.9% | -4.9% | -90.0% | -94.9% |
| 6M | -96.7% | +1.1% | -97.8% | -96.7% |
| YTD | -99.6% | +6.8% | -106.4% | -99.6% |
| 1Y | -99.7% | +23.3% | -123.0% | -99.7% |
| 3Y | -100.0% | +126.1% | -226.1% | -100.0% |
| 5Y | -100.0% | +15.2% | -115.2% | -100.0% |
| All | -100.0% | +144.7% | -244.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling