-36.6%
DT vs KEY
+13.1%
-49.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +3.1% | +2.9% | +0.2% | +2.3% |
| 30D | -29.5% | +8.4% | -38.0% | -31.0% |
| 3M | -11.7% | -5.8% | -6.0% | -10.4% |
| 6M | +29.0% | +5.4% | +23.5% | +27.0% |
| YTD | +3.4% | +7.1% | -3.7% | +0.8% |
| 1Y | -4.2% | +26.8% | -31.0% | -10.9% |
| 3Y | -12.8% | +128.7% | -141.5% | -31.9% |
| All | -36.6% | +13.1% | -49.7% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling