+155.2%
KEYS vs DBX
+27.0%
+128.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.8% |
| 7D | +3.5% | +2.1% | +1.4% | +3.2% |
| 30D | -4.5% | +5.7% | -10.2% | -5.3% |
| 3M | -0.4% | +31.8% | -32.2% | -4.9% |
| 6M | +19.1% | +37.5% | -18.3% | +11.5% |
| YTD | +66.7% | +27.9% | +38.7% | +59.1% |
| 1Y | +96.5% | +15.0% | +81.4% | +93.5% |
| 3Y | +155.2% | +27.2% | +128.0% | +127.3% |
| All | +155.2% | +27.0% | +128.2% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling