+172.4%
KEY vs DAR
+355.9%
-183.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +2.2% | +1.4% | +0.8% | +1.4% |
| 30D | -3.0% | +12.8% | -15.8% | -9.0% |
| 3M | +3.3% | +7.4% | -4.0% | -1.3% |
| 6M | +9.2% | +22.3% | -13.1% | -2.9% |
| YTD | +10.6% | +81.1% | -70.4% | -19.1% |
| 1Y | +20.4% | +106.5% | -86.1% | -19.0% |
| 3Y | +121.8% | +5.3% | +116.5% | +98.8% |
| 5Y | +41.1% | -11.5% | +52.7% | +30.6% |
| All | +172.4% | +355.9% | -183.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling