+975.1%
KEYS vs DAR
+375.1%
+600.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | -5.3% | +6.4% | -11.7% | -7.0% |
| 3M | +0.5% | +13.2% | -12.7% | -3.3% |
| 6M | +14.0% | +26.2% | -12.1% | +6.1% |
| YTD | +60.3% | +84.4% | -24.1% | +34.2% |
| 1Y | +91.3% | +112.0% | -20.7% | +53.2% |
| 3Y | +146.1% | +13.4% | +132.8% | +126.3% |
| 5Y | +80.8% | -6.0% | +86.8% | +69.6% |
| All | +975.1% | +375.1% | +600.0% | +461.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling