+541.0%
KEY vs DG
+612.5%
-71.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | +5.1% | +9.5% | -4.4% | +3.1% |
| 3M | -7.1% | +5.5% | -12.6% | -8.4% |
| 6M | -4.4% | +16.1% | -20.5% | -7.8% |
| YTD | +4.0% | +2.7% | +1.3% | +2.3% |
| 1Y | +23.4% | +42.1% | -18.7% | +13.2% |
| 3Y | +113.9% | +19.3% | +94.7% | +95.8% |
| 5Y | +12.3% | -35.3% | +47.7% | +18.6% |
| 10Y | +125.5% | +123.9% | +1.6% | +64.9% |
| All | +541.0% | +612.5% | -71.5% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling