+167.0%
KEY vs DG
+105.6%
+61.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -1.1% |
| 7D | +2.7% | -2.5% | +5.2% | +3.2% |
| 30D | -3.2% | +1.0% | -4.2% | -3.5% |
| 3M | +1.0% | +20.3% | -19.4% | -2.4% |
| 6M | +11.9% | -11.7% | +23.6% | +13.7% |
| YTD | +8.7% | -2.3% | +11.0% | +8.3% |
| 1Y | +18.5% | +20.0% | -1.5% | +13.5% |
| 3Y | +124.0% | +7.2% | +116.7% | +113.7% |
| 5Y | +40.8% | -37.9% | +78.8% | +53.2% |
| 10Y | +167.0% | +107.3% | +59.7% | +101.6% |
| All | +167.0% | +105.6% | +61.4% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling