+237.1%
DIA vs KEY
+107.2%
+129.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +1.3% | +6.7% | -5.4% | -0.7% |
| 3M | -2.1% | -4.6% | +2.5% | -0.8% |
| 6M | +6.2% | +2.6% | +3.6% | +5.2% |
| YTD | +10.3% | +7.0% | +3.4% | +7.8% |
| 1Y | +11.0% | +23.5% | -12.5% | +3.8% |
| 3Y | +60.4% | +126.4% | -66.0% | +21.9% |
| 5Y | +59.1% | +13.0% | +46.1% | +43.8% |
| 10Y | +237.1% | +99.5% | +137.6% | +135.2% |
| All | +237.1% | +107.2% | +129.8% | +135.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling