+99.5%
KEY vs DRI
+339.9%
-240.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | +6.7% | +14.7% | -8.0% | -1.3% |
| 3M | -4.6% | +5.4% | -10.0% | -8.0% |
| 6M | +2.6% | +18.8% | -16.3% | -8.2% |
| YTD | +7.0% | +28.4% | -21.4% | -9.3% |
| 1Y | +23.5% | +37.7% | -14.2% | +0.3% |
| 3Y | +126.4% | +68.0% | +58.4% | +59.5% |
| 5Y | +13.0% | +78.8% | -65.8% | -24.4% |
| 10Y | +99.5% | +334.2% | -234.7% | -23.8% |
| All | +99.5% | +339.9% | -240.4% | -23.8% |
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