+718.2%
KEYS vs DECK
+874.1%
-155.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.7% |
| 7D | -11.4% | +5.8% | -17.2% | -12.8% |
| 30D | -28.7% | +7.9% | -36.5% | -30.2% |
| 3M | -19.2% | -11.4% | -7.8% | -17.3% |
| 6M | -25.8% | -16.6% | -9.2% | -23.5% |
| YTD | +33.9% | -16.4% | +50.3% | +36.9% |
| 1Y | +47.1% | +8.6% | +38.4% | +39.8% |
| 3Y | +119.4% | -15.1% | +134.5% | +109.7% |
| 5Y | +48.2% | +22.9% | +25.3% | +22.0% |
| All | +718.2% | +874.1% | -155.9% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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