+55.9%
DIS vs KEYS
+967.0%
-911.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +1.9% | +9.4% | -7.5% | -0.8% |
| 30D | +9.2% | -16.8% | +25.9% | +14.2% |
| 3M | +13.5% | -15.9% | +29.4% | +17.7% |
| 6M | +14.3% | -17.6% | +31.9% | +17.8% |
| YTD | +5.4% | +46.5% | -41.1% | -12.1% |
| 1Y | +12.2% | +66.9% | -54.7% | -10.9% |
| 3Y | +37.2% | +141.4% | -104.2% | -6.4% |
| 5Y | -23.1% | +59.5% | -82.6% | -40.7% |
| 10Y | +32.2% | +761.1% | -728.9% | -35.1% |
| All | +55.9% | +967.0% | -911.0% | -27.6% |
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