+12.9%
KEY vs DECK
+25.8%
-12.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | -2.5% | +6.0% | -8.5% | -4.0% |
| 30D | +4.1% | +7.4% | -3.4% | +2.0% |
| 3M | -8.4% | -11.7% | +3.3% | -5.7% |
| 6M | -2.3% | -11.0% | +8.7% | -0.1% |
| YTD | +4.6% | -15.4% | +19.9% | +7.3% |
| 1Y | +24.6% | +7.2% | +17.3% | +19.5% |
| 3Y | +112.8% | -11.8% | +124.6% | +97.2% |
| 5Y | +12.9% | +24.3% | -11.4% | -12.0% |
| All | +12.9% | +25.8% | -12.9% | -12.0% |
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