-98.3%
DFNS vs KEY
+19.7%
-118.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | +0.8% | +2.7% | -1.9% | -0.3% |
| 30D | -73.2% | -3.2% | -70.0% | -72.8% |
| 3M | -72.4% | +1.0% | -73.4% | -73.5% |
| 6M | -95.2% | +11.9% | -107.1% | -95.8% |
| YTD | -98.0% | +8.7% | -106.7% | -98.2% |
| 1Y | -98.3% | +18.5% | -116.7% | -98.6% |
| All | -98.3% | +19.7% | -118.0% | -98.6% |
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