-34.6%
DOCS vs KEY
+34.1%
-68.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.8% |
| 7D | +1.2% | +1.7% | -0.4% | +0.6% |
| 30D | +21.3% | +6.8% | +14.5% | +18.5% |
| 3M | +58.4% | -5.8% | +64.2% | +61.8% |
| 6M | +39.3% | +1.4% | +37.9% | +38.1% |
| YTD | -21.7% | +7.5% | -29.2% | -24.4% |
| 1Y | -47.3% | +29.6% | -76.9% | -52.7% |
| 3Y | +58.2% | +118.8% | -60.6% | +14.6% |
| 5Y | -52.3% | +16.8% | -69.1% | -55.7% |
| All | -34.6% | +34.1% | -68.6% | -41.9% |
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