+139.1%
KEY vs DGX
+9,743.1%
-9,604.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.9% | +1.6% | +1.4% | +2.3% |
| 30D | +8.4% | +11.2% | -2.8% | +4.2% |
| 3M | -5.8% | +10.4% | -16.2% | -9.4% |
| 6M | +5.4% | +37.1% | -31.6% | -7.0% |
| YTD | +7.1% | +52.1% | -45.1% | -9.7% |
| 1Y | +26.8% | +40.7% | -13.9% | +10.0% |
| 3Y | +128.7% | +107.6% | +21.1% | +68.1% |
| 5Y | +13.6% | +90.6% | -77.0% | -14.4% |
| 10Y | +99.7% | +287.9% | -188.3% | +14.3% |
| All | +139.1% | +9,743.1% | -9,604.0% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling