+392.8%
KEY vs DRI
+7,577.6%
-7,184.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | -3.0% | +3.8% | -6.9% | -4.9% |
| 3M | +3.3% | +13.0% | -9.7% | -2.9% |
| 6M | +9.2% | +8.3% | +0.9% | +4.2% |
| YTD | +10.6% | +20.6% | -10.0% | 0.0% |
| 1Y | +20.4% | +6.5% | +13.9% | +14.7% |
| 3Y | +121.8% | +53.7% | +68.1% | +76.0% |
| 5Y | +41.1% | +72.7% | -31.5% | +4.7% |
| 10Y | +168.5% | +363.2% | -194.6% | +22.1% |
| All | +392.8% | +7,577.6% | -7,184.8% | -4.0% |
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 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