+67.6%
DUK vs KEY
+127.6%
-60.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +1.9% | +2.9% | -1.0% | +1.9% |
| 30D | +8.9% | +8.4% | +0.4% | +8.6% |
| 3M | +5.6% | -5.8% | +11.3% | +5.6% |
| 6M | +7.0% | +5.4% | +1.5% | +6.8% |
| YTD | +14.0% | +7.1% | +7.0% | +13.8% |
| 1Y | +9.1% | +26.8% | -17.7% | +8.3% |
| 3Y | +67.6% | +128.7% | -61.1% | +53.2% |
| All | +67.6% | +127.6% | -60.1% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling