+307.0%
KEY vs DAR
+1,334.0%
-1,027.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -1.3% | -9.9% | +8.7% | -0.1% |
| 30D | +5.1% | -16.4% | +21.5% | +7.3% |
| 3M | -7.1% | -17.1% | +9.9% | -5.3% |
| 6M | -4.4% | -20.5% | +16.1% | -2.2% |
| YTD | +4.0% | +39.4% | -35.4% | -0.5% |
| 1Y | +23.4% | +57.2% | -33.8% | +16.3% |
| 3Y | +113.9% | +13.9% | +100.0% | +106.7% |
| 5Y | +12.3% | -40.8% | +53.1% | +16.2% |
| 10Y | +125.5% | +276.2% | -150.8% | +96.6% |
| All | +307.0% | +1,334.0% | -1,027.0% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling