+1,018.0%
KEYS vs DD
+66.6%
+951.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.2% | +4.1% |
| 7D | +3.5% | -3.5% | +7.0% | +5.2% |
| 30D | -4.5% | -11.7% | +7.2% | +1.1% |
| 3M | -0.4% | -9.2% | +8.8% | +4.0% |
| 6M | +19.1% | -7.2% | +26.3% | +23.0% |
| YTD | +66.7% | +6.6% | +60.1% | +61.7% |
| 1Y | +96.5% | +32.0% | +64.5% | +72.5% |
| 3Y | +155.2% | +42.1% | +113.0% | +113.4% |
| 5Y | +88.0% | +58.1% | +29.9% | +47.9% |
| All | +1,018.0% | +66.6% | +951.4% | +645.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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