+105.3%
KEY vs DG
+119.6%
-14.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.5% | +5.2% | -4.7% | -0.4% |
| 30D | +6.9% | +7.9% | -1.1% | +5.4% |
| 3M | -5.0% | +12.7% | -17.7% | -7.1% |
| 6M | +0.7% | +22.4% | -21.7% | -3.1% |
| YTD | +6.5% | +5.4% | +1.1% | +4.6% |
| 1Y | +22.6% | +39.4% | -16.8% | +14.5% |
| 3Y | +125.3% | +24.1% | +101.2% | +108.5% |
| 5Y | +13.9% | -32.2% | +46.1% | +21.8% |
| 10Y | +105.3% | +111.8% | -6.5% | +61.2% |
| All | +105.3% | +119.6% | -14.2% | +61.2% |
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