+66.4%
DOCN vs KEY
+38.4%
+28.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.7% | -13.1% | -14.4% |
| 7D | -29.3% | -2.5% | -26.8% | -28.2% |
| 30D | -46.0% | +4.1% | -50.1% | -47.1% |
| 3M | -43.2% | -8.4% | -34.8% | -40.7% |
| 6M | -53.7% | -2.3% | -51.4% | -53.4% |
| YTD | +46.9% | +4.6% | +42.4% | +42.4% |
| 1Y | +54.3% | +24.6% | +29.8% | +36.7% |
| 3Y | +185.5% | +112.8% | +72.8% | +102.0% |
| 5Y | -31.1% | +12.9% | -44.0% | -35.1% |
| All | +66.4% | +38.4% | +28.0% | +50.2% |
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