+59.6%
KEYS vs DGX
+45.0%
+14.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.5% | -9.8% | -5.7% |
| 7D | -14.8% | +4.1% | -18.9% | -14.2% |
| 30D | -25.6% | +10.5% | -36.1% | -24.5% |
| 3M | -16.2% | +9.8% | -26.0% | -15.1% |
| 6M | -18.6% | +34.6% | -53.2% | -17.9% |
| YTD | +40.7% | +49.8% | -9.1% | +42.3% |
| 1Y | +59.6% | +46.0% | +13.6% | +62.4% |
| All | +59.6% | +45.0% | +14.7% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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