-99.7%
DFNS vs KEY
+25.9%
-125.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.8% |
| 7D | -6.0% | +2.9% | -8.9% | -7.4% |
| 30D | -71.2% | +8.4% | -79.6% | -72.3% |
| 3M | -94.5% | -5.8% | -88.8% | -94.3% |
| 6M | -96.5% | +5.4% | -102.0% | -96.9% |
| YTD | -99.6% | +7.1% | -106.7% | -99.7% |
| 1Y | -99.7% | +26.8% | -126.5% | -99.8% |
| All | -99.7% | +25.9% | -125.6% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling