+1,033.0%
KEY vs DD
+1,148.4%
-115.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.8% | +6.7% | -5.0% | -1.9% |
| 30D | +7.1% | +19.4% | -12.3% | -3.2% |
| 3M | -5.9% | +7.6% | -13.5% | -10.2% |
| 6M | +2.2% | +2.9% | -0.7% | -0.6% |
| YTD | +6.4% | +29.9% | -23.5% | -10.0% |
| 1Y | +24.8% | +28.6% | -3.9% | +6.1% |
| 3Y | +125.2% | +90.0% | +35.2% | +50.0% |
| 5Y | +13.0% | +68.1% | -55.2% | -19.0% |
| 10Y | +98.5% | +98.7% | -0.3% | +27.4% |
| All | +1,033.0% | +1,148.4% | -115.4% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling