+20.4%
KEY vs DG
+23.4%
-3.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +2.2% | +8.4% | -6.2% | +1.3% |
| 30D | -3.0% | +4.9% | -8.0% | -3.5% |
| 3M | +3.3% | +29.3% | -26.0% | +0.1% |
| 6M | +9.2% | -11.3% | +20.5% | +10.8% |
| YTD | +10.6% | +1.8% | +8.9% | +9.7% |
| 1Y | +20.4% | +25.3% | -4.9% | +14.4% |
| All | +20.4% | +23.4% | -3.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling