+53.3%
DIA vs KEY
+11.7%
+41.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.9% | -1.3% | +0.3% | -0.6% |
| 30D | +0.3% | +5.1% | -4.9% | -0.9% |
| 3M | -4.5% | -7.1% | +2.6% | -2.9% |
| 6M | +3.4% | -4.4% | +7.7% | +4.3% |
| YTD | +7.8% | +4.0% | +3.8% | +6.5% |
| 1Y | +10.7% | +23.4% | -12.7% | +5.2% |
| 3Y | +57.5% | +113.9% | -56.4% | +31.3% |
| All | +53.3% | +11.7% | +41.6% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling