+145.1%
DUK vs KEYS
+1,113.8%
-968.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | -0.3% |
| 7D | -0.7% | +3.5% | -4.2% | -1.0% |
| 30D | -2.4% | -4.5% | +2.0% | -2.1% |
| 3M | -3.0% | -0.4% | -2.6% | -3.3% |
| 6M | -6.6% | +19.1% | -25.7% | -8.6% |
| YTD | +4.6% | +66.7% | -62.1% | -1.6% |
| 1Y | +1.2% | +96.5% | -95.2% | -6.7% |
| 3Y | +45.7% | +155.2% | -109.5% | +27.7% |
| 5Y | +40.3% | +88.0% | -47.7% | +27.0% |
| 10Y | +129.9% | +1,046.8% | -916.9% | +73.5% |
| All | +145.1% | +1,113.8% | -968.6% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling