+8.8%
DUK vs KEYS
+45.0%
-36.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.8% | +9.2% | -0.2% |
| 7D | +3.3% | -21.0% | +24.3% | +1.7% |
| 30D | +12.5% | -32.8% | +45.3% | +10.0% |
| 3M | +6.4% | -22.4% | +28.8% | +4.7% |
| 6M | +3.7% | -26.8% | +30.5% | +2.2% |
| YTD | +13.9% | +28.3% | -14.4% | +15.2% |
| 1Y | +8.8% | +40.2% | -31.4% | +10.5% |
| All | +8.8% | +45.0% | -36.3% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling