+80.6%
KEYS vs DECK
+25.5%
+55.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +1.0% |
| 7D | +2.3% | -2.2% | +4.5% | +2.8% |
| 30D | -2.6% | -13.6% | +11.0% | +0.8% |
| 3M | -4.6% | -21.2% | +16.6% | +0.5% |
| 6M | +8.7% | -21.1% | +29.8% | +14.2% |
| YTD | +61.0% | -17.2% | +78.3% | +65.7% |
| 1Y | +96.0% | -30.7% | +126.7% | +110.6% |
| 3Y | +144.4% | -3.4% | +147.8% | +115.6% |
| All | +80.6% | +25.5% | +55.1% | +31.1% |
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