+61.3%
KEY vs DBX
+19.5%
+41.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | -1.3% | -4.4% | +3.1% | -0.1% |
| 30D | +5.1% | +4.8% | +0.4% | +3.7% |
| 3M | -7.1% | +0.3% | -7.5% | -7.6% |
| 6M | -4.4% | +40.4% | -44.8% | -14.8% |
| YTD | +4.0% | +24.7% | -20.7% | -4.4% |
| 1Y | +23.4% | +20.9% | +2.5% | +14.2% |
| 3Y | +113.9% | +34.5% | +79.4% | +86.2% |
| 5Y | +12.3% | +24.6% | -12.3% | -2.4% |
| All | +61.3% | +19.5% | +41.8% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling