-5.7%
DT vs KEYS
+55.9%
-61.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.9% |
| 7D | -25.5% | -14.8% | -10.7% | -26.2% |
| 30D | -22.3% | -25.6% | +3.3% | -24.1% |
| 3M | +2.3% | -16.2% | +18.6% | +1.5% |
| 6M | +20.7% | -18.6% | +39.4% | +19.3% |
| YTD | +7.9% | +40.7% | -32.7% | +2.2% |
| 1Y | -5.7% | +59.6% | -65.4% | -12.4% |
| All | -5.7% | +55.9% | -61.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling