+59.6%
KEYS vs DBX
+22.5%
+37.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.3% | -9.6% | -5.3% |
| 7D | -14.8% | -1.1% | -13.7% | -15.0% |
| 30D | -25.6% | +5.0% | -30.6% | -24.3% |
| 3M | -16.2% | +4.6% | -20.8% | -14.5% |
| 6M | -18.6% | +43.9% | -62.6% | -9.0% |
| YTD | +40.7% | +29.9% | +10.8% | +56.4% |
| 1Y | +59.6% | +24.6% | +35.0% | +77.4% |
| All | +59.6% | +22.5% | +37.1% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling