+117.6%
DT vs KEY
+70.0%
+47.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.3% | +2.2% | -5.5% | -3.9% |
| 30D | +2.0% | -3.0% | +5.1% | +2.8% |
| 3M | +20.0% | +3.3% | +16.7% | +18.9% |
| 6M | +39.3% | +9.2% | +30.1% | +35.7% |
| YTD | +19.8% | +10.6% | +9.1% | +16.1% |
| 1Y | +4.3% | +20.4% | -16.1% | -1.3% |
| 3Y | +7.7% | +121.8% | -114.1% | -14.3% |
| 5Y | -26.8% | +41.1% | -68.0% | -35.9% |
| All | +117.6% | +70.0% | +47.6% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling