+57.9%
DIA vs KEY
+13.1%
+44.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.1% | +2.9% | -0.8% | +1.4% |
| 30D | +1.5% | +8.4% | -7.0% | -0.5% |
| 3M | -2.4% | -5.8% | +3.3% | -1.1% |
| 6M | +6.0% | +5.4% | +0.5% | +4.5% |
| YTD | +10.1% | +7.1% | +3.0% | +8.1% |
| 1Y | +11.8% | +26.8% | -15.0% | +5.5% |
| 3Y | +59.7% | +128.7% | -69.0% | +31.1% |
| All | +57.9% | +13.1% | +44.8% | +52.5% |
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