-99.9%
DFNS vs KEY
+122.6%
-222.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.8% |
| 7D | -16.0% | +2.2% | -18.2% | -14.7% |
| 30D | -77.7% | -3.0% | -74.7% | -78.3% |
| 3M | -77.2% | +3.3% | -80.5% | -76.5% |
| 6M | -95.2% | +9.2% | -104.4% | -94.8% |
| YTD | -98.0% | +10.6% | -108.6% | -97.8% |
| 1Y | -98.3% | +20.4% | -118.7% | -98.0% |
| All | -99.9% | +122.6% | -222.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling