+286.6%
DOCN vs KEYS
+95.6%
+190.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.2% |
| 7D | +26.5% | +2.9% | +23.6% | +24.1% |
| 30D | +2.3% | -1.3% | +3.6% | +3.7% |
| 3M | -21.2% | -0.1% | -21.1% | -20.5% |
| 6M | +130.6% | +17.4% | +113.2% | +114.7% |
| YTD | +175.7% | +62.9% | +112.8% | +101.2% |
| 1Y | +286.6% | +95.7% | +190.8% | +147.5% |
| All | +286.6% | +95.6% | +190.9% | +147.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling