+37.7%
DIS vs KEYS
+1,095.1%
-1,057.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.8% |
| 7D | -1.1% | +4.4% | -5.5% | -2.4% |
| 30D | +0.1% | -2.2% | +2.4% | +0.5% |
| 3M | +7.1% | +0.5% | +6.5% | +5.4% |
| 6M | +4.3% | +22.4% | -18.1% | -4.5% |
| YTD | -6.9% | +64.1% | -71.0% | -24.0% |
| 1Y | -10.3% | +97.0% | -107.3% | -31.7% |
| 3Y | +32.8% | +152.0% | -119.2% | -9.1% |
| 5Y | -41.5% | +83.7% | -125.2% | -56.2% |
| 10Y | +21.2% | +997.9% | -976.7% | -43.3% |
| All | +37.7% | +1,095.1% | -1,057.4% | -37.3% |
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