+82.3%
DT vs KEY
+63.6%
+18.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -7.5% | +0.5% | -8.0% | -7.6% |
| 30D | -31.5% | +6.9% | -38.4% | -32.6% |
| 3M | -14.0% | -5.0% | -9.0% | -12.9% |
| 6M | +6.9% | +0.7% | +6.1% | +6.6% |
| YTD | +0.3% | +6.5% | -6.1% | -1.8% |
| 1Y | -6.9% | +22.6% | -29.5% | -12.2% |
| 3Y | -13.9% | +125.3% | -139.2% | -31.5% |
| 5Y | -39.9% | +13.9% | -53.8% | -44.6% |
| All | +82.3% | +63.6% | +18.8% | +41.1% |
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