+88.3%
DT vs KEY
+63.5%
+24.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +2.7% | +1.8% | +1.0% | +2.3% |
| 30D | -30.4% | +7.1% | -37.5% | -31.5% |
| 3M | -9.4% | -5.9% | -3.5% | -8.1% |
| 6M | +14.5% | +2.2% | +12.3% | +13.8% |
| YTD | +3.6% | +6.4% | -2.8% | +1.4% |
| 1Y | -3.4% | +24.8% | -28.2% | -9.3% |
| 3Y | -11.1% | +125.2% | -136.3% | -29.3% |
| 5Y | -39.5% | +13.0% | -52.4% | -44.1% |
| All | +88.3% | +63.5% | +24.7% | +45.7% |
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