-50.3%
DOCS vs KEYS
+115.4%
-165.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.4% |
| 7D | -1.4% | +2.3% | -3.7% | -2.4% |
| 30D | +21.8% | -2.6% | +24.4% | +22.6% |
| 3M | +27.3% | -4.6% | +31.9% | +26.7% |
| 6M | -0.3% | +8.7% | -9.1% | -9.5% |
| YTD | -40.5% | +61.0% | -101.5% | -58.9% |
| 1Y | -61.5% | +96.0% | -157.5% | -76.9% |
| 3Y | +8.2% | +144.4% | -136.2% | -47.8% |
| 5Y | -73.4% | +80.5% | -153.9% | -83.6% |
| All | -50.3% | +115.4% | -165.7% | -68.1% |
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