+278.4%
DINO vs KEYS
+1,067.2%
-788.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | +1.5% | +0.9% | +0.5% | +1.1% |
| 30D | +25.9% | -5.3% | +31.2% | +28.1% |
| 3M | +53.2% | +0.5% | +52.7% | +50.9% |
| 6M | +105.5% | +14.0% | +91.4% | +91.4% |
| YTD | +139.2% | +60.3% | +79.0% | +91.4% |
| 1Y | +117.4% | +91.3% | +26.1% | +60.4% |
| 3Y | +99.3% | +146.1% | -46.9% | +29.9% |
| 5Y | +333.0% | +80.8% | +252.2% | +209.4% |
| 10Y | +486.9% | +1,002.8% | -515.9% | +93.5% |
| All | +278.4% | +1,067.2% | -788.8% | +14.9% |
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