+162.4%
DLR vs KEY
+120.9%
+41.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -3.5% | +5.1% | -8.6% | -4.2% |
| 3M | -8.9% | -7.1% | -1.8% | -7.9% |
| 6M | -11.6% | -4.4% | -7.2% | -11.0% |
| YTD | +14.9% | +4.0% | +10.9% | +14.0% |
| 1Y | +6.4% | +23.4% | -17.0% | +2.8% |
| 3Y | +47.3% | +113.9% | -66.6% | +29.7% |
| 5Y | +32.8% | +12.3% | +20.5% | +24.7% |
| All | +162.4% | +120.9% | +41.5% | +151.9% |
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