+1,080.2%
KEYS vs DD
+110.7%
+969.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +4.4% | -0.6% | +5.0% | +4.7% |
| 30D | -2.2% | -7.4% | +5.2% | +1.2% |
| 3M | +0.5% | -6.4% | +7.0% | +3.5% |
| 6M | +22.4% | -2.5% | +24.9% | +23.5% |
| YTD | +64.1% | +10.2% | +53.9% | +57.0% |
| 1Y | +97.0% | +36.9% | +60.0% | +70.7% |
| 3Y | +152.0% | +47.0% | +105.0% | +108.7% |
| 5Y | +83.7% | +63.1% | +20.6% | +43.6% |
| 10Y | +997.9% | +68.2% | +929.7% | +659.2% |
| All | +1,080.2% | +110.7% | +969.5% | +631.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling