+1,058.3%
KEYS vs DAR
+273.4%
+784.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +2.3% | +1.4% | +0.9% | +1.8% |
| 30D | -2.6% | +12.8% | -15.4% | -6.0% |
| 3M | -4.6% | +7.4% | -12.0% | -6.8% |
| 6M | +8.7% | +22.3% | -13.5% | +2.2% |
| YTD | +61.0% | +81.1% | -20.0% | +36.1% |
| 1Y | +96.0% | +106.5% | -10.5% | +58.9% |
| 3Y | +144.4% | +5.3% | +139.1% | +129.5% |
| 5Y | +80.5% | -11.5% | +92.0% | +72.4% |
| 10Y | +974.9% | +353.3% | +621.6% | +488.9% |
| All | +1,058.3% | +273.4% | +784.9% | +532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling