+97.7%
DOCN vs KEY
+42.3%
+55.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.5% | -8.7% | -7.9% |
| 7D | -20.0% | +1.7% | -21.7% | -20.7% |
| 30D | -38.8% | +6.8% | -45.6% | -40.9% |
| 3M | -34.8% | -5.8% | -29.0% | -33.0% |
| 6M | -22.8% | +1.4% | -24.2% | -23.9% |
| YTD | +74.6% | +7.5% | +67.1% | +66.4% |
| 1Y | +116.4% | +29.6% | +86.8% | +87.6% |
| 3Y | +239.3% | +118.8% | +120.6% | +136.2% |
| 5Y | -20.2% | +16.8% | -37.1% | -26.1% |
| All | +97.7% | +42.3% | +55.4% | +75.6% |
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