+63.0%
KEYS vs DAR
-29.6%
+92.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.1% |
| 7D | +16.7% | +9.2% | +7.5% | +14.0% |
| 30D | -17.8% | -12.3% | -5.6% | -14.8% |
| 3M | -14.2% | -12.7% | -1.5% | -11.3% |
| 6M | -15.9% | -12.8% | -3.1% | -13.3% |
| YTD | +49.7% | +53.8% | -4.1% | +32.4% |
| 1Y | +65.3% | +60.3% | +5.0% | +44.4% |
| 3Y | +144.9% | +31.7% | +113.1% | +116.0% |
| 5Y | +63.0% | -27.7% | +90.8% | +65.1% |
| All | +63.0% | -29.6% | +92.6% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling