+177.5%
DLR vs KEY
+121.9%
+55.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +3.0% |
| 7D | +2.4% | -0.4% | +2.7% | +2.4% |
| 30D | +0.7% | +7.2% | -6.5% | -0.3% |
| 3M | -6.4% | -4.9% | -1.5% | -5.7% |
| 6M | -6.5% | +1.1% | -7.6% | -6.7% |
| YTD | +18.8% | +6.8% | +12.0% | +17.4% |
| 1Y | +9.0% | +23.3% | -14.2% | +5.3% |
| 3Y | +54.5% | +126.1% | -71.6% | +34.7% |
| 5Y | +35.8% | +15.2% | +20.6% | +27.0% |
| 10Y | +177.5% | +113.6% | +63.9% | +149.8% |
| All | +177.5% | +121.9% | +55.6% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling