+172.4%
KEY vs DD
+70.2%
+102.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +2.2% | -3.5% | +5.7% | +4.8% |
| 30D | -3.0% | -10.3% | +7.3% | +4.5% |
| 3M | +3.3% | -7.5% | +10.9% | +8.4% |
| 6M | +9.2% | -8.0% | +17.2% | +13.6% |
| YTD | +10.6% | +10.5% | +0.2% | 0.0% |
| 1Y | +20.4% | +38.3% | -17.9% | -8.8% |
| 3Y | +121.8% | +42.5% | +79.4% | +57.3% |
| 5Y | +41.1% | +60.2% | -19.0% | -9.4% |
| All | +172.4% | +70.2% | +102.2% | +29.4% |
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