+41.2%
KEY vs DG
-35.0%
+76.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +2.2% | +8.4% | -6.2% | +1.4% |
| 30D | -3.0% | +4.9% | -8.0% | -3.5% |
| 3M | +3.3% | +29.3% | -26.0% | +0.6% |
| 6M | +9.2% | -11.3% | +20.5% | +10.2% |
| YTD | +10.6% | +1.8% | +8.9% | +10.0% |
| 1Y | +20.4% | +25.3% | -4.9% | +17.0% |
| 3Y | +121.8% | +9.1% | +112.8% | +118.8% |
| All | +41.2% | -35.0% | +76.2% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling