+125.9%
DUK vs KEY
+171.1%
-45.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | -2.2% | -3.3% | +1.1% | -1.8% |
| 3M | -3.7% | -0.2% | -3.5% | -3.7% |
| 6M | -6.3% | +12.1% | -18.5% | -7.9% |
| YTD | +4.5% | +8.4% | -3.9% | +3.1% |
| 1Y | +1.8% | +17.6% | -15.8% | -0.8% |
| 3Y | +46.8% | +123.3% | -76.5% | +27.6% |
| 5Y | +40.2% | +39.5% | +0.7% | +27.5% |
| All | +125.9% | +171.1% | -45.1% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling