+5.3%
DT vs KEYS
+154.3%
-149.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.3% |
| 7D | -1.6% | +3.5% | -5.1% | -2.2% |
| 30D | +3.0% | -4.5% | +7.5% | +3.7% |
| 3M | +26.5% | -0.4% | +26.9% | +25.3% |
| 6M | +35.9% | +19.1% | +16.8% | +27.3% |
| YTD | +17.8% | +66.7% | -48.8% | -3.0% |
| 1Y | +4.1% | +96.5% | -92.4% | -20.1% |
| 3Y | +5.3% | +155.2% | -149.9% | -31.0% |
| All | +5.3% | +154.3% | -149.0% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling