+323.1%
DOCN vs KEYS
+145.9%
+177.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +1.7% |
| 7D | +1.1% | +2.3% | -1.1% | -0.6% |
| 30D | -9.6% | -2.6% | -7.0% | -7.5% |
| 3M | -37.7% | -4.6% | -33.1% | -35.1% |
| 6M | +115.2% | +8.7% | +106.5% | +102.3% |
| YTD | +133.7% | +61.0% | +72.7% | +56.8% |
| 1Y | +250.2% | +96.0% | +154.2% | +97.9% |
| All | +323.1% | +145.9% | +177.2% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling