+83.1%
KEYS vs DAR
-8.0%
+91.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | -1.3% | +7.4% | -8.8% | -3.3% |
| 3M | -0.1% | +15.7% | -15.8% | -4.4% |
| 6M | +17.4% | +30.0% | -12.7% | +8.6% |
| YTD | +62.9% | +87.5% | -24.6% | +36.9% |
| 1Y | +95.7% | +113.4% | -17.6% | +58.0% |
| 3Y | +150.2% | +15.3% | +134.9% | +129.9% |
| 5Y | +83.1% | -4.3% | +87.4% | +66.3% |
| All | +83.1% | -8.0% | +91.1% | +66.3% |
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