+94.2%
KEY vs DRI
+331.7%
-237.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +2.9% | +1.1% | +1.9% | +2.3% |
| 30D | +8.4% | +9.7% | -1.3% | +2.9% |
| 3M | -5.8% | +3.2% | -8.9% | -8.0% |
| 6M | +5.4% | +20.6% | -15.1% | -6.4% |
| YTD | +7.1% | +28.3% | -21.2% | -9.2% |
| 1Y | +26.8% | +34.5% | -7.7% | +4.5% |
| 3Y | +128.7% | +66.5% | +62.2% | +62.0% |
| 5Y | +13.6% | +79.6% | -66.0% | -24.2% |
| All | +94.2% | +331.7% | -237.5% | -23.3% |
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