+172.9%
KEY vs DECK
+718.3%
-545.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | +2.2% | -2.2% | +4.4% | +3.0% |
| 30D | -3.0% | -13.6% | +10.6% | +1.8% |
| 3M | +3.3% | -21.2% | +24.6% | +11.5% |
| 6M | +9.2% | -21.1% | +30.3% | +17.1% |
| YTD | +10.6% | -17.2% | +27.9% | +15.4% |
| 1Y | +20.4% | -30.7% | +51.1% | +32.2% |
| 3Y | +121.8% | -3.4% | +125.2% | +94.4% |
| 5Y | +41.1% | +25.5% | +15.6% | +5.6% |
| All | +172.9% | +718.3% | -545.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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