+80.8%
KEYS vs DG
-39.4%
+120.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.5% |
| 7D | +0.9% | -6.3% | +7.2% | +1.4% |
| 30D | -5.3% | +2.4% | -7.7% | -5.5% |
| 3M | +0.5% | +12.4% | -11.9% | -0.7% |
| 6M | +14.0% | -14.9% | +29.0% | +15.5% |
| YTD | +60.3% | -6.1% | +66.3% | +60.8% |
| 1Y | +91.3% | +17.9% | +73.5% | +87.5% |
| 3Y | +146.1% | +3.1% | +143.0% | +141.8% |
| 5Y | +80.8% | -38.7% | +119.4% | +93.1% |
| All | +80.8% | -39.4% | +120.2% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling