+55.3%
DLR vs KEY
+127.4%
-72.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +0.5% | +6.7% | -6.2% | -0.8% |
| 3M | -4.4% | -4.6% | +0.2% | -3.5% |
| 6M | -6.4% | +2.6% | -9.0% | -7.0% |
| YTD | +19.5% | +7.0% | +12.5% | +17.5% |
| 1Y | +10.5% | +23.5% | -12.9% | +5.4% |
| All | +55.3% | +127.4% | -72.1% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling