+65.7%
DIA vs KEY
+40.7%
+25.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | +2.2% | -2.4% | -0.7% |
| 30D | -1.5% | -3.0% | +1.5% | -0.8% |
| 3M | +3.8% | +3.3% | +0.4% | +2.9% |
| 6M | +10.3% | +9.2% | +1.1% | +7.8% |
| YTD | +12.1% | +10.6% | +1.4% | +9.2% |
| 1Y | +18.6% | +20.4% | -1.8% | +13.1% |
| 3Y | +60.6% | +121.8% | -61.2% | +32.0% |
| All | +65.7% | +40.7% | +25.0% | +47.2% |
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 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