+161.6%
KEY vs DGX
+249.5%
-87.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.9% |
| 7D | -1.8% | -3.5% | +1.7% | -0.1% |
| 30D | -3.3% | -2.7% | -0.6% | -2.1% |
| 3M | -0.2% | +13.9% | -14.1% | -7.0% |
| 6M | +12.1% | +16.0% | -3.9% | +3.2% |
| YTD | +8.4% | +34.9% | -26.5% | -8.4% |
| 1Y | +17.6% | +30.6% | -12.9% | +0.6% |
| 3Y | +123.3% | +93.0% | +30.3% | +49.0% |
| 5Y | +39.5% | +64.4% | -24.9% | 0.0% |
| All | +161.6% | +249.5% | -87.9% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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