+41.2%
KEY vs DBX
+7.0%
+34.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.0% |
| 7D | +2.2% | -2.4% | +4.6% | +2.9% |
| 30D | -3.0% | -0.5% | -2.5% | -3.1% |
| 3M | +3.3% | +28.1% | -24.7% | -4.6% |
| 6M | +9.2% | +33.1% | -23.9% | -1.7% |
| YTD | +10.6% | +25.3% | -14.6% | +1.6% |
| 1Y | +20.4% | +18.3% | +2.0% | +12.2% |
| 3Y | +121.8% | +25.0% | +96.8% | +94.5% |
| All | +41.2% | +7.0% | +34.2% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling