-98.3%
DFNS vs KEYS
+98.0%
-196.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -16.0% | +2.3% | -18.3% | -16.4% |
| 30D | -77.7% | -2.6% | -75.1% | -77.5% |
| 3M | -77.2% | -4.6% | -72.5% | -76.5% |
| 6M | -95.2% | +8.7% | -103.9% | -95.4% |
| YTD | -98.0% | +61.0% | -159.0% | -98.7% |
| 1Y | -98.3% | +96.0% | -194.3% | -99.2% |
| All | -98.3% | +98.0% | -196.2% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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