+29.6%
KEY vs DG
+45.3%
-15.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | +0.5% |
| 7D | +1.7% | +12.3% | -10.6% | +0.3% |
| 30D | +6.8% | +19.3% | -12.5% | +4.6% |
| 3M | -5.8% | +11.9% | -17.7% | -7.1% |
| 6M | +1.4% | +25.0% | -23.5% | -1.3% |
| YTD | +7.5% | +8.7% | -1.2% | +5.9% |
| 1Y | +29.6% | +44.7% | -15.1% | +22.7% |
| All | +29.6% | +45.3% | -15.6% | +22.7% |
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