-50.3%
DOCS vs KEY
+38.0%
-88.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.0% | -2.9% |
| 7D | -1.4% | +2.2% | -3.6% | -2.2% |
| 30D | +21.8% | -3.0% | +24.8% | +23.1% |
| 3M | +27.3% | +3.3% | +24.0% | +25.6% |
| 6M | -0.3% | +9.2% | -9.5% | -4.1% |
| YTD | -40.5% | +10.6% | -51.1% | -43.1% |
| 1Y | -61.5% | +20.4% | -81.9% | -64.5% |
| 3Y | +8.2% | +121.8% | -113.7% | -22.4% |
| 5Y | -73.4% | +41.1% | -114.6% | -77.2% |
| All | -50.3% | +38.0% | -88.3% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling