+1,105.4%
DIA vs KEY
+79.9%
+1,025.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.6% | +1.8% | -0.2% | +1.1% |
| 30D | +1.2% | +7.1% | -5.9% | -0.5% |
| 3M | -2.4% | -5.9% | +3.5% | -1.0% |
| 6M | +5.7% | +2.2% | +3.5% | +4.9% |
| YTD | +9.9% | +6.4% | +3.5% | +7.9% |
| 1Y | +9.8% | +24.8% | -15.0% | +3.5% |
| 3Y | +59.8% | +125.2% | -65.5% | +27.2% |
| 5Y | +57.7% | +13.0% | +44.7% | +43.0% |
| 10Y | +235.8% | +98.5% | +137.3% | +147.8% |
| All | +1,105.4% | +79.9% | +1,025.5% | +545.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling