+94.2%
KEY vs DD
+97.1%
-2.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | +2.9% | +5.0% | -2.0% | -0.5% |
| 30D | +8.4% | +19.7% | -11.3% | -4.9% |
| 3M | -5.8% | +7.2% | -12.9% | -11.0% |
| 6M | +5.4% | +1.0% | +4.4% | +3.0% |
| YTD | +7.1% | +29.1% | -22.0% | -13.9% |
| 1Y | +26.8% | +28.5% | -1.7% | +2.2% |
| 3Y | +128.7% | +89.4% | +39.2% | +30.8% |
| 5Y | +13.6% | +67.1% | -53.5% | -28.6% |
| All | +94.2% | +97.1% | -2.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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