+774.2%
KEYS vs DOC
+21.5%
+752.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +16.7% | 0.0% | +16.7% | +16.8% |
| 30D | -17.8% | +6.6% | -24.4% | -19.5% |
| 3M | -14.2% | -1.1% | -13.1% | -14.3% |
| 6M | -15.9% | +4.8% | -20.7% | -17.8% |
| YTD | +49.7% | +32.1% | +17.7% | +35.4% |
| 1Y | +65.3% | +21.9% | +43.4% | +53.1% |
| 3Y | +144.9% | +51.4% | +93.4% | +111.0% |
| 5Y | +63.0% | -21.2% | +84.2% | +67.5% |
| All | +774.2% | +21.5% | +752.8% | +708.8% |
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