+41.2%
KEY vs DAR
-11.0%
+52.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +2.2% | +1.4% | +0.8% | +1.7% |
| 30D | -3.0% | +12.8% | -15.8% | -7.2% |
| 3M | +3.3% | +7.4% | -4.0% | +0.1% |
| 6M | +9.2% | +22.3% | -13.1% | +0.6% |
| YTD | +10.6% | +81.1% | -70.4% | -11.4% |
| 1Y | +20.4% | +106.5% | -86.1% | -9.2% |
| 3Y | +121.8% | +5.3% | +116.5% | +110.5% |
| All | +41.2% | -11.0% | +52.2% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling