+566.5%
KEYS vs DBX
+22.6%
+543.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | +3.5% | +2.1% | +1.4% | +2.9% |
| 30D | -4.5% | +5.7% | -10.2% | -6.2% |
| 3M | -0.4% | +31.8% | -32.2% | -9.0% |
| 6M | +19.1% | +37.5% | -18.3% | +5.9% |
| YTD | +66.7% | +27.9% | +38.7% | +51.2% |
| 1Y | +96.5% | +15.0% | +81.4% | +83.7% |
| 3Y | +155.2% | +27.2% | +128.0% | +124.8% |
| 5Y | +88.0% | +12.8% | +75.2% | +67.0% |
| All | +566.5% | +22.6% | +543.9% | +411.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling