+165.8%
DLR vs KEY
+167.0%
-1.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.9% |
| 7D | +3.4% | +2.7% | +0.7% | +3.0% |
| 30D | -2.2% | -3.2% | +1.0% | -1.7% |
| 3M | +4.7% | +1.0% | +3.8% | +4.6% |
| 6M | +9.0% | +11.9% | -2.9% | +7.1% |
| YTD | +24.1% | +8.7% | +15.4% | +22.4% |
| 1Y | +20.9% | +18.5% | +2.5% | +17.6% |
| 3Y | +60.0% | +124.0% | -63.9% | +39.8% |
| 5Y | +35.3% | +40.8% | -5.5% | +23.4% |
| 10Y | +165.8% | +167.0% | -1.2% | +114.1% |
| All | +165.8% | +167.0% | -1.2% | +114.1% |
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