+784.1%
KEYS vs DECK
+806.8%
-22.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.4% | +5.3% |
| 7D | +6.9% | -0.8% | +7.7% | +7.2% |
| 30D | -19.1% | +4.9% | -24.0% | -20.3% |
| 3M | -11.1% | -5.8% | -5.3% | -10.3% |
| 6M | -16.6% | -8.6% | -8.0% | -16.0% |
| YTD | +50.4% | -14.7% | +65.2% | +53.0% |
| 1Y | +67.5% | +6.9% | +60.7% | +60.2% |
| 3Y | +146.0% | -16.2% | +162.2% | +136.2% |
| 5Y | +64.5% | +25.3% | +39.3% | +34.8% |
| 10Y | +784.1% | +781.3% | +2.8% | +383.8% |
| All | +784.1% | +806.8% | -22.7% | +383.8% |
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