+128.7%
KEY vs DG
+21.7%
+107.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.6% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +8.4% | +3.2% | +5.2% | +8.3% |
| 3M | -5.8% | +10.4% | -16.2% | -6.2% |
| 6M | +5.4% | +33.2% | -27.7% | +4.2% |
| YTD | +7.1% | +3.0% | +4.1% | +6.6% |
| 1Y | +26.8% | +31.2% | -4.4% | +25.5% |
| 3Y | +128.7% | +21.8% | +106.9% | +107.9% |
| All | +128.7% | +21.7% | +107.0% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling