+18.5%
KEY vs DD
+37.3%
-18.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | -3.2% | -7.4% | +4.2% | -1.1% |
| 3M | +1.0% | -6.4% | +7.4% | +2.7% |
| 6M | +11.9% | -2.5% | +14.3% | +12.0% |
| YTD | +8.7% | +10.2% | -1.5% | +4.9% |
| 1Y | +18.5% | +36.9% | -18.5% | +6.8% |
| All | +18.5% | +37.3% | -18.8% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling