+146.7%
KEYS vs DAR
+32.2%
+114.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.0% |
| 7D | +16.7% | +9.2% | +7.5% | +14.1% |
| 30D | -17.8% | -12.3% | -5.6% | -15.1% |
| 3M | -14.2% | -12.7% | -1.5% | -11.5% |
| 6M | -15.9% | -12.8% | -3.1% | -13.5% |
| YTD | +49.7% | +53.8% | -4.1% | +33.6% |
| 1Y | +65.3% | +60.3% | +5.0% | +45.8% |
| All | +146.7% | +32.2% | +114.5% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling