-26.2%
DT vs KEYS
+87.1%
-113.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -2.1% |
| 7D | -1.6% | +3.5% | -5.1% | -2.9% |
| 30D | +3.0% | -4.5% | +7.5% | +4.4% |
| 3M | +26.5% | -0.4% | +26.9% | +24.2% |
| 6M | +35.9% | +19.1% | +16.8% | +21.2% |
| YTD | +17.8% | +66.7% | -48.8% | -13.7% |
| 1Y | +4.1% | +96.5% | -92.4% | -31.2% |
| 3Y | +5.3% | +155.2% | -149.9% | -43.9% |
| All | -26.2% | +87.1% | -113.3% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling