-12.6%
DT vs KEY
+126.3%
-138.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +2.7% | +1.8% | +1.0% | +2.2% |
| 30D | -30.4% | +7.1% | -37.5% | -31.6% |
| 3M | -9.4% | -5.9% | -3.5% | -8.0% |
| 6M | +14.5% | +2.2% | +12.3% | +13.7% |
| YTD | +3.6% | +6.4% | -2.8% | +1.1% |
| 1Y | -3.4% | +24.8% | -28.2% | -10.3% |
| All | -12.6% | +126.3% | -138.9% | -28.3% |
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