+551.5%
KEYS vs DBX
+19.3%
+532.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.4% |
| 7D | +2.9% | +0.3% | +2.7% | +2.8% |
| 30D | -1.3% | 0.0% | -1.3% | -1.6% |
| 3M | -0.1% | +26.1% | -26.2% | -7.6% |
| 6M | +17.4% | +29.4% | -12.0% | +6.3% |
| YTD | +62.9% | +24.4% | +38.5% | +48.9% |
| 1Y | +95.7% | +10.9% | +84.9% | +85.0% |
| 3Y | +150.2% | +24.1% | +126.1% | +121.9% |
| 5Y | +83.1% | +7.8% | +75.3% | +64.7% |
| All | +551.5% | +19.3% | +532.2% | +403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling