+2,725.0%
DUK vs KEY
+1,006.4%
+1,718.6%
-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% | +0.4% | -0.1% |
| 7D | -1.1% | +1.8% | -2.9% | -1.4% |
| 30D | +8.8% | +7.1% | +1.7% | +7.8% |
| 3M | +5.0% | -5.9% | +11.0% | +5.8% |
| 6M | +4.6% | +2.2% | +2.4% | +4.2% |
| YTD | +12.6% | +6.4% | +6.2% | +11.4% |
| 1Y | +7.4% | +24.8% | -17.3% | +4.1% |
| 3Y | +63.1% | +125.2% | -62.1% | +44.0% |
| 5Y | +54.6% | +13.0% | +41.6% | +45.6% |
| 10Y | +156.5% | +98.5% | +58.0% | +113.5% |
| All | +2,725.0% | +1,006.4% | +1,718.6% | +1,477.6% |
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