+911.9%
KEYS vs DECK
+520.8%
+391.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.0% | -12.3% | -7.7% |
| 7D | -14.8% | +10.4% | -25.2% | -17.0% |
| 30D | -25.6% | +11.1% | -36.7% | -27.7% |
| 3M | -16.2% | -10.8% | -5.5% | -14.4% |
| 6M | -18.6% | -8.7% | -9.9% | -18.1% |
| YTD | +40.7% | -14.0% | +54.7% | +42.8% |
| 1Y | +59.6% | +12.0% | +47.6% | +51.0% |
| 3Y | +127.3% | -10.5% | +137.8% | +115.5% |
| 5Y | +53.6% | +28.5% | +25.1% | +27.3% |
| 10Y | +798.4% | +923.3% | -124.9% | +362.7% |
| All | +911.9% | +520.8% | +391.1% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling