-15.9%
KEYS vs DAR
-14.6%
-1.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -1.2% |
| 7D | +16.7% | +9.2% | +7.5% | +13.5% |
| 30D | -17.8% | -12.3% | -5.6% | -16.6% |
| 3M | -14.2% | -12.7% | -1.5% | -12.9% |
| 6M | -15.9% | -12.8% | -3.1% | -16.7% |
| All | -15.9% | -14.6% | -1.3% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling