+18.5%
KEY vs DRI
+4.8%
+13.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.5% |
| 7D | +2.7% | -1.2% | +4.0% | +2.9% |
| 30D | -3.2% | -0.4% | -2.8% | -3.2% |
| 3M | +1.0% | +9.5% | -8.6% | -0.8% |
| 6M | +11.9% | +6.5% | +5.4% | +10.2% |
| YTD | +8.7% | +18.4% | -9.7% | +5.2% |
| 1Y | +18.5% | +4.2% | +14.3% | +11.0% |
| All | +18.5% | +4.8% | +13.6% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling