+87.1%
DOCN vs KEYS
+84.5%
+2.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.9% | +10.7% | +10.9% |
| 7D | +16.3% | +4.4% | +11.9% | +11.9% |
| 30D | +2.0% | -2.2% | +4.3% | +4.6% |
| 3M | -25.2% | +0.5% | -25.7% | -25.3% |
| 6M | +132.7% | +22.4% | +110.3% | +93.0% |
| YTD | +163.3% | +64.1% | +99.2% | +56.7% |
| 1Y | +280.3% | +97.0% | +183.4% | +86.2% |
| 3Y | +371.8% | +152.0% | +219.8% | +66.9% |
| 5Y | +87.1% | +83.7% | +3.4% | +6.5% |
| All | +87.1% | +84.5% | +2.6% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling