+91.3%
KEYS vs DAR
+110.4%
-19.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | -5.3% | +6.4% | -11.7% | -6.8% |
| 3M | +0.5% | +13.2% | -12.7% | -3.0% |
| 6M | +14.0% | +26.2% | -12.1% | +6.4% |
| YTD | +60.3% | +84.4% | -24.1% | +38.6% |
| 1Y | +91.3% | +112.0% | -20.7% | +61.0% |
| All | +91.3% | +110.4% | -19.0% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling