-99.6%
DFNS vs KEYS
+55.9%
-155.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -6.3% | -12.0% | -16.7% |
| 7D | -27.7% | -14.8% | -12.9% | -24.8% |
| 30D | -58.0% | -25.6% | -32.4% | -55.1% |
| 3M | -94.0% | -16.2% | -77.8% | -93.7% |
| 6M | -94.6% | -18.6% | -75.9% | -94.2% |
| YTD | -99.4% | +40.7% | -140.1% | -99.7% |
| 1Y | -99.6% | +59.6% | -159.3% | -99.8% |
| All | -99.6% | +55.9% | -155.6% | -99.8% |
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