+307.1%
DIA vs KEYS
+1,113.8%
-806.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.2% |
| 7D | -1.6% | +3.5% | -5.0% | -2.6% |
| 30D | -2.0% | -4.5% | +2.4% | -0.9% |
| 3M | +3.6% | -0.4% | +4.0% | +2.8% |
| 6M | +11.5% | +19.1% | -7.6% | +4.0% |
| YTD | +10.4% | +66.7% | -56.3% | -8.8% |
| 1Y | +15.6% | +96.5% | -80.9% | -10.1% |
| 3Y | +58.9% | +155.2% | -96.3% | +10.4% |
| 5Y | +65.3% | +88.0% | -22.6% | +24.4% |
| 10Y | +252.2% | +1,046.8% | -794.6% | +51.5% |
| All | +307.1% | +1,113.8% | -806.7% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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