+40.8%
KEY vs DTE
+35.6%
+5.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.2% |
| 7D | +2.7% | +0.9% | +1.9% | +2.3% |
| 30D | -3.2% | -1.9% | -1.4% | -2.4% |
| 3M | +1.0% | -3.3% | +4.3% | +2.3% |
| 6M | +11.9% | -7.1% | +19.0% | +15.3% |
| YTD | +8.7% | +8.1% | +0.6% | +3.6% |
| 1Y | +18.5% | +5.3% | +13.2% | +14.2% |
| 3Y | +124.0% | +48.2% | +75.8% | +76.3% |
| 5Y | +40.8% | +33.2% | +7.6% | +14.9% |
| All | +40.8% | +35.6% | +5.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling