+16.8%
KEY vs DECK
+31.2%
-14.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | 0.0% |
| 7D | +1.7% | +10.4% | -8.7% | -1.0% |
| 30D | +6.8% | +11.1% | -4.3% | +3.8% |
| 3M | -5.8% | -10.8% | +5.0% | -3.3% |
| 6M | +1.4% | -8.7% | +10.2% | +3.0% |
| YTD | +7.5% | -14.0% | +21.6% | +9.9% |
| 1Y | +29.6% | +12.0% | +17.6% | +22.8% |
| 3Y | +118.8% | -10.5% | +129.2% | +101.9% |
| 5Y | +16.8% | +28.5% | -11.7% | -9.8% |
| All | +16.8% | +31.2% | -14.4% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling