+113.6%
KEY vs DRI
+370.8%
-257.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +1.8% |
| 7D | -0.4% | +3.1% | -3.5% | -2.1% |
| 30D | +7.2% | +16.2% | -9.0% | -1.5% |
| 3M | -4.9% | +8.4% | -13.3% | -9.7% |
| 6M | +1.1% | +19.0% | -17.9% | -9.6% |
| YTD | +6.8% | +28.8% | -22.0% | -9.6% |
| 1Y | +23.3% | +33.1% | -9.9% | +2.1% |
| 3Y | +126.1% | +70.8% | +55.3% | +57.7% |
| 5Y | +15.2% | +74.2% | -59.0% | -21.9% |
| 10Y | +113.6% | +345.5% | -231.9% | -20.5% |
| All | +113.6% | +370.8% | -257.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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