+3,457.3%
DLR vs KEY
+34.5%
+3,422.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +2.7% |
| 7D | +2.4% | -0.4% | +2.7% | +2.5% |
| 30D | +0.7% | +7.2% | -6.5% | -1.1% |
| 3M | -6.4% | -4.9% | -1.5% | -5.2% |
| 6M | -6.5% | +1.1% | -7.6% | -6.9% |
| YTD | +18.8% | +6.8% | +12.0% | +16.2% |
| 1Y | +9.0% | +23.3% | -14.2% | +2.5% |
| 3Y | +54.5% | +126.1% | -71.6% | +19.9% |
| 5Y | +35.8% | +15.2% | +20.6% | +20.5% |
| 10Y | +177.5% | +113.6% | +63.9% | +78.6% |
| All | +3,457.3% | +34.5% | +3,422.7% | +1,861.8% |
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 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