+96.5%
KEYS vs DG
+19.2%
+77.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +4.0% |
| 7D | +3.5% | -6.5% | +10.0% | +3.4% |
| 30D | -4.5% | +4.2% | -8.6% | -4.5% |
| 3M | -0.4% | +9.5% | -9.9% | -0.9% |
| 6M | +19.1% | -13.1% | +32.3% | +22.9% |
| YTD | +66.7% | -4.8% | +71.5% | +70.0% |
| 1Y | +96.5% | +20.6% | +75.9% | +94.2% |
| All | +96.5% | +19.2% | +77.3% | +94.2% |
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