+3,477.6%
DLR vs KEY
+34.7%
+3,442.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -4.4% | -4.6% | +0.2% | -3.3% |
| 6M | -6.4% | +2.6% | -9.0% | -7.2% |
| YTD | +19.5% | +7.0% | +12.5% | +16.8% |
| 1Y | +10.5% | +23.5% | -12.9% | +3.9% |
| 3Y | +54.0% | +126.4% | -72.4% | +19.4% |
| 5Y | +39.7% | +13.0% | +26.7% | +24.6% |
| 10Y | +189.5% | +99.5% | +90.0% | +90.7% |
| All | +3,477.6% | +34.7% | +3,442.9% | +1,872.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling