+105.1%
DOCN vs KEY
+41.6%
+63.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.4% |
| 7D | +3.7% | -0.5% | +4.2% | +4.3% |
| 30D | -33.7% | +6.7% | -40.4% | -35.7% |
| 3M | -27.9% | -4.6% | -23.3% | -26.2% |
| 6M | -46.4% | +2.6% | -49.0% | -47.5% |
| YTD | +81.1% | +7.0% | +74.2% | +73.6% |
| 1Y | +74.3% | +23.5% | +50.8% | +55.2% |
| 3Y | +245.8% | +126.4% | +119.4% | +138.3% |
| 5Y | -23.7% | +13.0% | -36.8% | -28.9% |
| All | +105.1% | +41.6% | +63.5% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling