+2,541.1%
DUK vs KEY
+1,050.5%
+1,490.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | -1.7% | -3.0% | +1.3% | -1.3% |
| 3M | -0.4% | +3.3% | -3.8% | -0.9% |
| 6M | -7.2% | +9.2% | -16.4% | -8.4% |
| YTD | +5.3% | +10.6% | -5.4% | +3.6% |
| 1Y | +3.0% | +20.4% | -17.4% | +0.2% |
| 3Y | +53.1% | +121.8% | -68.8% | +35.3% |
| 5Y | +37.9% | +41.1% | -3.2% | +26.1% |
| 10Y | +124.8% | +168.5% | -43.7% | +80.1% |
| All | +2,541.1% | +1,050.5% | +1,490.6% | +1,368.3% |
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