+70.5%
DOCN vs KEYS
+101.3%
-30.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | -1.7% |
| 7D | -19.2% | -11.4% | -7.7% | -8.8% |
| 30D | -43.1% | -28.7% | -14.4% | -20.6% |
| 3M | -40.7% | -19.2% | -21.5% | -26.3% |
| 6M | -55.0% | -25.8% | -29.2% | -39.8% |
| YTD | +50.6% | +33.9% | +16.7% | +10.8% |
| 1Y | +54.0% | +47.1% | +6.9% | +2.1% |
| 3Y | +203.9% | +119.4% | +84.5% | +24.3% |
| 5Y | -29.4% | +48.2% | -77.5% | -52.8% |
| All | +70.5% | +101.3% | -30.7% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling