-8.1%
DT vs KEY
+106.2%
-114.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -24.7% | -1.3% | -23.4% | -24.4% |
| 30D | -27.4% | +5.1% | -32.5% | -28.3% |
| 3M | -11.1% | -7.1% | -4.0% | -9.4% |
| 6M | +13.7% | -4.4% | +18.1% | +14.9% |
| YTD | +0.2% | +4.0% | -3.8% | -1.6% |
| 1Y | -5.7% | +23.4% | -29.1% | -12.1% |
| 3Y | -8.1% | +113.9% | -122.0% | -22.5% |
| All | -8.1% | +106.2% | -114.3% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling