-48.1%
DOCS vs KEY
+26.0%
-74.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.7% |
| 7D | -1.3% | -2.5% | +1.1% | -0.7% |
| 30D | +19.4% | +4.1% | +15.3% | +18.6% |
| 3M | +53.4% | -8.4% | +61.8% | +54.7% |
| 6M | +28.8% | -2.3% | +31.0% | +29.8% |
| YTD | -25.1% | +4.6% | -29.6% | -26.1% |
| 1Y | -48.1% | +24.6% | -72.7% | -54.9% |
| All | -48.1% | +26.0% | -74.1% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling