+374.0%
KEY vs DRI
+8,033.5%
-7,659.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +7.1% | +10.8% | -3.7% | +2.1% |
| 3M | -5.9% | +0.9% | -6.8% | -6.8% |
| 6M | +2.2% | +16.3% | -14.1% | -5.7% |
| YTD | +6.4% | +27.8% | -21.4% | -6.7% |
| 1Y | +24.8% | +33.9% | -9.1% | +6.9% |
| 3Y | +125.2% | +67.2% | +58.0% | +71.1% |
| 5Y | +13.0% | +79.0% | -66.0% | -17.6% |
| 10Y | +98.5% | +332.2% | -233.7% | -7.7% |
| All | +374.0% | +8,033.5% | -7,659.5% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling