+3,595.7%
DLR vs KEY
+39.4%
+3,556.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.6% | +2.2% | -0.6% | +1.0% |
| 30D | -3.4% | -3.0% | -0.3% | -2.6% |
| 3M | +0.5% | +3.3% | -2.8% | -0.4% |
| 6M | +4.6% | +9.2% | -4.6% | +2.0% |
| YTD | +23.4% | +10.6% | +12.8% | +19.7% |
| 1Y | +19.0% | +20.4% | -1.4% | +12.6% |
| 3Y | +56.5% | +121.8% | -65.3% | +21.9% |
| 5Y | +33.3% | +41.1% | -7.8% | +11.6% |
| 10Y | +165.1% | +168.5% | -3.4% | +58.3% |
| All | +3,595.7% | +39.4% | +3,556.3% | +1,920.4% |
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 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