+65.7%
KEY vs DBX
+12.3%
+53.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.0% | +8.7% | +4.3% |
| 7D | -0.4% | -8.6% | +8.2% | +2.0% |
| 30D | +7.2% | -5.2% | +12.4% | +8.6% |
| 3M | -4.9% | -6.4% | +1.5% | -3.7% |
| 6M | +1.1% | +12.7% | -11.7% | -3.7% |
| YTD | +6.8% | +17.2% | -10.4% | -0.2% |
| 1Y | +23.3% | +5.5% | +17.7% | +18.7% |
| 3Y | +126.1% | +24.1% | +102.0% | +101.1% |
| 5Y | +15.2% | +14.2% | +1.0% | +2.4% |
| All | +65.7% | +12.3% | +53.3% | +24.1% |
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