+80.8%
KEYS vs DD
+57.4%
+23.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.4% |
| 7D | +0.9% | -2.9% | +3.8% | +2.5% |
| 30D | -5.3% | -11.5% | +6.2% | +1.2% |
| 3M | +0.5% | -5.4% | +5.9% | +3.4% |
| 6M | +14.0% | -6.9% | +21.0% | +18.1% |
| YTD | +60.3% | +6.9% | +53.4% | +54.3% |
| 1Y | +91.3% | +35.6% | +55.7% | +61.5% |
| 3Y | +146.1% | +42.5% | +103.6% | +98.3% |
| 5Y | +80.8% | +58.5% | +22.3% | +34.9% |
| All | +80.8% | +57.4% | +23.4% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling