+119.0%
KEY vs DOC
+14.9%
+104.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.5% | +6.2% | -8.7% | -5.9% |
| 30D | +4.1% | +6.5% | -2.4% | +0.1% |
| 3M | -8.4% | -6.2% | -2.1% | -5.2% |
| 6M | -2.3% | +25.6% | -27.9% | -16.5% |
| YTD | +4.6% | +32.1% | -27.5% | -14.3% |
| 1Y | +24.6% | +20.3% | +4.3% | +8.0% |
| 3Y | +112.8% | +42.7% | +70.0% | +61.7% |
| 5Y | +12.9% | -22.2% | +35.1% | +24.1% |
| All | +119.0% | +14.9% | +104.1% | +103.5% |
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