+108.0%
KEY vs DG
+123.6%
-15.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +5.1% | +9.5% | -4.4% | +3.4% |
| 3M | -7.1% | +5.5% | -12.6% | -8.2% |
| 6M | -4.4% | +16.1% | -20.5% | -7.3% |
| YTD | +4.0% | +2.7% | +1.3% | +2.6% |
| 1Y | +23.4% | +42.1% | -18.7% | +14.8% |
| 3Y | +113.9% | +19.3% | +94.7% | +99.4% |
| 5Y | +12.3% | -35.3% | +47.7% | +21.4% |
| All | +108.0% | +123.6% | -15.6% | +61.5% |
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