+1,071.7%
KEYS vs DG
+142.0%
+929.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +2.9% | -4.8% | +7.8% | +3.7% |
| 30D | -1.3% | +1.8% | -3.1% | -1.7% |
| 3M | -0.1% | +14.5% | -14.6% | -3.0% |
| 6M | +17.4% | -13.6% | +30.9% | +19.6% |
| YTD | +62.9% | -4.8% | +67.8% | +62.9% |
| 1Y | +95.7% | +21.6% | +74.2% | +86.1% |
| 3Y | +150.2% | +4.5% | +145.7% | +136.3% |
| 5Y | +83.1% | -38.5% | +121.6% | +96.9% |
| 10Y | +1,020.9% | +102.2% | +918.7% | +819.9% |
| All | +1,071.7% | +142.0% | +929.7% | +833.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling