+683.6%
KEYS vs DOC
+14.9%
+668.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.6% | -8.8% |
| 7D | -21.0% | +6.2% | -27.2% | -22.4% |
| 30D | -32.8% | +6.5% | -39.3% | -34.2% |
| 3M | -22.4% | -6.2% | -16.2% | -21.4% |
| 6M | -26.8% | +25.6% | -52.4% | -32.5% |
| YTD | +28.3% | +32.1% | -3.8% | +16.0% |
| 1Y | +40.2% | +20.3% | +19.9% | +30.4% |
| 3Y | +107.2% | +42.7% | +64.5% | +81.7% |
| 5Y | +41.9% | -22.2% | +64.0% | +46.1% |
| All | +683.6% | +14.9% | +668.6% | +631.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling