+2,729.0%
DUK vs KEY
+1,012.1%
+1,716.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +9.4% | +6.7% | +2.7% | +8.5% |
| 3M | +5.4% | -4.6% | +10.1% | +6.0% |
| 6M | +4.9% | +2.6% | +2.3% | +4.4% |
| YTD | +12.7% | +7.0% | +5.8% | +11.4% |
| 1Y | +7.8% | +23.5% | -15.7% | +4.6% |
| 3Y | +63.3% | +126.4% | -63.1% | +44.2% |
| 5Y | +54.2% | +13.0% | +41.2% | +45.2% |
| 10Y | +156.8% | +99.5% | +57.3% | +113.6% |
| All | +2,729.0% | +1,012.1% | +1,716.8% | +1,478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling