-99.7%
DFNS vs KEY
+22.3%
-122.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.5% | -18.8% | -19.1% |
| 7D | -12.7% | +1.8% | -14.4% | -13.4% |
| 30D | -65.2% | +7.1% | -72.3% | -66.4% |
| 3M | -94.6% | -5.9% | -88.6% | -94.4% |
| 6M | -96.2% | +2.2% | -98.4% | -96.5% |
| YTD | -99.6% | +6.4% | -106.0% | -99.7% |
| 1Y | -99.7% | +24.8% | -124.5% | -99.8% |
| All | -99.7% | +22.3% | -122.0% | -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