+55.6%
KEY vs DOCU
+111.8%
-56.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +1.7% | -3.7% | +5.4% | +2.1% |
| 30D | +6.8% | +15.0% | -8.2% | +4.8% |
| 3M | -5.8% | +39.9% | -45.7% | -10.1% |
| 6M | +1.4% | +66.2% | -64.7% | -5.9% |
| YTD | +7.5% | +17.7% | -10.2% | +3.9% |
| 1Y | +29.6% | +13.7% | +15.9% | +25.8% |
| 3Y | +118.8% | +95.9% | +22.9% | +95.2% |
| 5Y | +16.8% | -71.7% | +88.5% | +13.7% |
| All | +55.6% | +111.8% | -56.3% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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