+1,033.0%
KEY vs DTE
+3,606.7%
-2,573.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +1.8% | +3.2% | -1.4% | -0.3% |
| 30D | +7.1% | +8.5% | -1.3% | +1.7% |
| 3M | -5.9% | +1.3% | -7.2% | -6.8% |
| 6M | +2.2% | -0.7% | +2.9% | +2.2% |
| YTD | +6.4% | +10.6% | -4.2% | -1.5% |
| 1Y | +24.8% | +2.6% | +22.1% | +21.1% |
| 3Y | +125.2% | +56.5% | +68.7% | +63.6% |
| 5Y | +13.0% | +46.7% | -33.8% | -16.1% |
| 10Y | +98.5% | +150.4% | -51.9% | +5.7% |
| All | +1,033.0% | +3,606.7% | -2,573.7% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling