+343.6%
DLR vs KEYS
+1,086.4%
-742.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +2.9% | +2.9% | 0.0% | +2.0% |
| 30D | -1.2% | -1.3% | +0.2% | -0.9% |
| 3M | +2.9% | -0.1% | +3.1% | +2.2% |
| 6M | +6.7% | +17.4% | -10.7% | +0.7% |
| YTD | +23.9% | +62.9% | -39.0% | +4.9% |
| 1Y | +18.6% | +95.7% | -77.1% | -5.4% |
| 3Y | +59.7% | +150.2% | -90.5% | +16.0% |
| 5Y | +42.1% | +83.1% | -41.0% | +11.5% |
| 10Y | +176.7% | +1,020.9% | -844.2% | +44.0% |
| All | +343.6% | +1,086.4% | -742.8% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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