+127.3%
KEY vs DGX
+106.8%
+20.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +1.8% | +1.9% | -0.2% | +1.4% |
| 30D | +7.1% | +12.7% | -5.5% | +4.7% |
| 3M | -5.9% | +9.6% | -15.5% | -7.6% |
| 6M | +2.2% | +37.6% | -35.4% | -4.2% |
| YTD | +6.4% | +52.1% | -45.7% | -2.8% |
| 1Y | +24.8% | +41.3% | -16.5% | +15.9% |
| All | +127.3% | +106.8% | +20.5% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling