-99.9%
DFNS vs KEYS
+154.3%
-254.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | 0.0% |
| 7D | -6.3% | +3.5% | -9.8% | -4.2% |
| 30D | -74.0% | -4.5% | -69.5% | -75.3% |
| 3M | -70.1% | -0.4% | -69.7% | -69.7% |
| 6M | -93.9% | +19.1% | -113.0% | -92.8% |
| YTD | -98.1% | +66.7% | -164.8% | -97.0% |
| 1Y | -98.3% | +96.5% | -194.8% | -96.9% |
| 3Y | -99.9% | +155.2% | -255.0% | -99.8% |
| All | -99.9% | +154.3% | -254.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling