+1,098.7%
KEYS vs DGX
+406.9%
+691.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.4% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | -4.5% | -1.2% | -3.3% | -4.2% |
| 3M | -0.4% | +15.8% | -16.2% | -6.0% |
| 6M | +19.1% | +18.2% | +1.0% | +11.2% |
| YTD | +66.7% | +37.2% | +29.5% | +46.9% |
| 1Y | +96.5% | +30.4% | +66.1% | +76.0% |
| 3Y | +155.2% | +96.7% | +58.4% | +90.6% |
| 5Y | +88.0% | +67.2% | +20.8% | +48.3% |
| 10Y | +1,046.8% | +253.9% | +792.8% | +531.9% |
| All | +1,098.7% | +406.9% | +691.8% | +482.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling