+172.4%
KEY vs DRI
+363.5%
-191.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | -3.0% | +3.8% | -6.9% | -5.3% |
| 3M | +3.3% | +13.0% | -9.7% | -4.3% |
| 6M | +9.2% | +8.3% | +0.9% | +3.0% |
| YTD | +10.6% | +20.6% | -10.0% | -2.4% |
| 1Y | +20.4% | +6.5% | +13.9% | +13.3% |
| 3Y | +121.8% | +53.7% | +68.1% | +65.3% |
| 5Y | +41.1% | +72.7% | -31.5% | -3.8% |
| All | +172.4% | +363.5% | -191.1% | +4.2% |
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