+172.9%
KEY vs DOC
-2.1%
+174.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.3% |
| 7D | +2.2% | -1.5% | +3.7% | +3.1% |
| 30D | -3.0% | -4.8% | +1.7% | -0.4% |
| 3M | +3.3% | +6.9% | -3.6% | -1.1% |
| 6M | +9.2% | +20.7% | -11.6% | -4.3% |
| YTD | +10.6% | +34.1% | -23.5% | -9.6% |
| 1Y | +20.4% | +22.6% | -2.2% | +3.3% |
| 3Y | +121.8% | +20.8% | +101.0% | +88.6% |
| 5Y | +41.1% | -24.9% | +66.0% | +58.3% |
| All | +172.9% | -2.1% | +174.9% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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