+57.5%
DIA vs KEY
+106.2%
-48.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.9% | -1.3% | +0.3% | -0.6% |
| 30D | +0.3% | +5.1% | -4.9% | -1.2% |
| 3M | -4.5% | -7.1% | +2.6% | -2.5% |
| 6M | +3.4% | -4.4% | +7.7% | +4.5% |
| YTD | +7.8% | +4.0% | +3.8% | +6.2% |
| 1Y | +10.7% | +23.4% | -12.7% | +4.1% |
| 3Y | +57.5% | +113.9% | -56.4% | +33.9% |
| All | +57.5% | +106.2% | -48.7% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling