+127.3%
KEY vs DD
+89.9%
+37.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.8% | +6.7% | -5.0% | -1.1% |
| 30D | +7.1% | +19.4% | -12.3% | -1.1% |
| 3M | -5.9% | +7.6% | -13.5% | -9.2% |
| 6M | +2.2% | +2.9% | -0.7% | +0.3% |
| YTD | +6.4% | +29.9% | -23.5% | -7.5% |
| 1Y | +24.8% | +28.6% | -3.9% | +8.9% |
| All | +127.3% | +89.9% | +37.4% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling