+82.8%
KEYS vs DBX
+10.1%
+72.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | +0.9% | -1.8% | +2.8% | +1.4% |
| 30D | -5.3% | +2.8% | -8.1% | -6.3% |
| 3M | +0.5% | +26.8% | -26.3% | -7.5% |
| 6M | +14.0% | +32.8% | -18.7% | +1.7% |
| YTD | +60.3% | +26.1% | +34.2% | +45.4% |
| 1Y | +91.3% | +14.1% | +77.2% | +79.8% |
| 3Y | +146.1% | +25.7% | +120.4% | +111.6% |
| All | +82.8% | +10.1% | +72.7% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling