+41.9%
KEYS vs DOC
-22.1%
+63.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.6% | -8.8% |
| 7D | -21.0% | +6.2% | -27.2% | -22.7% |
| 30D | -32.8% | +6.5% | -39.3% | -34.5% |
| 3M | -22.4% | -6.2% | -16.2% | -21.0% |
| 6M | -26.8% | +25.6% | -52.4% | -34.3% |
| YTD | +28.3% | +32.1% | -3.8% | +11.9% |
| 1Y | +40.2% | +20.3% | +19.9% | +27.3% |
| 3Y | +107.2% | +42.7% | +64.5% | +70.5% |
| 5Y | +41.9% | -22.2% | +64.0% | +60.8% |
| All | +41.9% | -22.1% | +63.9% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling