+68.1%
KEY vs DBX
+19.3%
+48.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -3.3% | 0.0% | -3.3% | -3.5% |
| 3M | -0.7% | +26.1% | -26.8% | -7.7% |
| 6M | +12.5% | +29.4% | -16.8% | +2.7% |
| YTD | +8.4% | +24.4% | -16.0% | 0.0% |
| 1Y | +18.4% | +10.9% | +7.6% | +12.7% |
| 3Y | +123.3% | +24.1% | +99.3% | +99.8% |
| 5Y | +38.8% | +7.8% | +31.1% | +25.3% |
| All | +68.1% | +19.3% | +48.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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