+172.9%
KEY vs D
+35.0%
+137.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.2% | +1.5% | +0.7% | +1.6% |
| 30D | -3.0% | -2.6% | -0.4% | -1.9% |
| 3M | +3.3% | 0.0% | +3.3% | +3.2% |
| 6M | +9.2% | +7.4% | +1.8% | +5.3% |
| YTD | +10.6% | +15.9% | -5.2% | +3.0% |
| 1Y | +20.4% | +18.1% | +2.3% | +10.7% |
| 3Y | +121.8% | +58.4% | +63.5% | +73.3% |
| 5Y | +41.1% | +5.2% | +35.9% | +31.5% |
| All | +172.9% | +35.0% | +137.8% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling