-99.9%
DFNS vs KEYS
+234.6%
-334.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.9% |
| 7D | +4.6% | +2.9% | +1.7% | +5.7% |
| 30D | -73.9% | -1.3% | -72.6% | -74.3% |
| 3M | -71.7% | -0.1% | -71.6% | -71.3% |
| 6M | -94.6% | +17.4% | -112.0% | -94.1% |
| YTD | -98.1% | +62.9% | -161.0% | -97.6% |
| 1Y | -98.3% | +95.7% | -194.1% | -97.7% |
| 3Y | -99.9% | +150.2% | -250.1% | -99.8% |
| 5Y | -99.9% | +83.1% | -183.0% | -99.8% |
| All | -99.9% | +234.6% | -334.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling