+47.1%
KEYS vs DOC
+20.9%
+26.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.5% |
| 7D | -11.4% | +6.5% | -17.9% | -11.2% |
| 30D | -28.7% | +9.2% | -37.8% | -28.4% |
| 3M | -19.2% | -2.5% | -16.7% | -18.6% |
| 6M | -25.8% | +7.1% | -32.9% | -26.4% |
| YTD | +33.9% | +33.0% | +0.9% | +28.8% |
| 1Y | +47.1% | +23.3% | +23.8% | +43.4% |
| All | +47.1% | +20.9% | +26.1% | +43.4% |
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 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