+96.0%
KEYS vs DG
+23.4%
+72.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | +2.3% | +8.4% | -6.1% | +2.4% |
| 30D | -2.6% | +4.9% | -7.6% | -2.5% |
| 3M | -4.6% | +29.3% | -34.0% | -5.7% |
| 6M | +8.7% | -11.3% | +20.0% | +13.1% |
| YTD | +61.0% | +1.8% | +59.3% | +64.5% |
| 1Y | +96.0% | +25.3% | +70.7% | +94.4% |
| All | +96.0% | +23.4% | +72.6% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling