+41.9%
KEYS vs DECK
+25.8%
+16.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.5% | -7.3% | -8.5% |
| 7D | -21.0% | +6.0% | -27.0% | -22.2% |
| 30D | -32.8% | +7.4% | -40.3% | -34.3% |
| 3M | -22.4% | -11.7% | -10.8% | -20.4% |
| 6M | -26.8% | -11.0% | -15.8% | -25.8% |
| YTD | +28.3% | -15.4% | +43.6% | +30.8% |
| 1Y | +40.2% | +7.2% | +33.0% | +33.2% |
| 3Y | +107.2% | -11.8% | +119.1% | +87.8% |
| 5Y | +41.9% | +24.3% | +17.5% | +9.8% |
| All | +41.9% | +25.8% | +16.1% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling