+1,078.2%
KEY vs DTE
+3,490.8%
-2,412.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | -3.0% | -2.6% | -0.5% | -1.4% |
| 3M | +3.3% | -3.9% | +7.2% | +5.7% |
| 6M | +9.2% | -7.9% | +17.1% | +14.4% |
| YTD | +10.6% | +7.2% | +3.5% | +4.7% |
| 1Y | +20.4% | +3.1% | +17.3% | +16.5% |
| 3Y | +121.8% | +47.6% | +74.3% | +67.3% |
| 5Y | +41.1% | +32.7% | +8.4% | +11.9% |
| 10Y | +168.5% | +138.8% | +29.8% | +47.0% |
| All | +1,078.2% | +3,490.8% | -2,412.6% | +67.2% |
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