+99.5%
KEY vs DAR
+290.1%
-190.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.9% |
| 7D | -0.5% | +3.6% | -4.1% | -2.2% |
| 30D | +6.7% | -11.3% | +18.0% | +12.2% |
| 3M | -4.6% | -13.1% | +8.5% | +0.7% |
| 6M | +2.6% | -15.1% | +17.7% | +8.3% |
| YTD | +7.0% | +50.5% | -43.5% | -15.4% |
| 1Y | +23.5% | +57.9% | -34.5% | -5.2% |
| 3Y | +126.4% | +28.9% | +97.5% | +76.8% |
| 5Y | +13.0% | -31.4% | +44.5% | +19.1% |
| 10Y | +99.5% | +301.0% | -201.6% | -29.7% |
| All | +99.5% | +290.1% | -190.6% | -29.7% |
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