+59.6%
KEYS vs DOC
+21.8%
+37.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -6.2% |
| 7D | -14.8% | +8.7% | -23.5% | -14.6% |
| 30D | -25.6% | +7.6% | -33.2% | -25.4% |
| 3M | -16.2% | -5.3% | -11.0% | -15.4% |
| 6M | -18.6% | +27.6% | -46.2% | -21.8% |
| YTD | +40.7% | +32.4% | +8.3% | +34.0% |
| 1Y | +59.6% | +22.9% | +36.8% | +55.6% |
| All | +59.6% | +21.8% | +37.8% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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