+13.0%
KEY vs DGX
+91.7%
-78.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +1.8% | +1.9% | -0.2% | +1.2% |
| 30D | +7.1% | +12.7% | -5.5% | +3.2% |
| 3M | -5.9% | +9.6% | -15.5% | -8.7% |
| 6M | +2.2% | +37.6% | -35.4% | -8.3% |
| YTD | +6.4% | +52.1% | -45.7% | -8.5% |
| 1Y | +24.8% | +41.3% | -16.5% | +10.2% |
| 3Y | +125.2% | +106.9% | +18.3% | +66.0% |
| 5Y | +13.0% | +90.7% | -77.7% | -20.9% |
| All | +13.0% | +91.7% | -78.8% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling