+1,058.3%
KEYS vs DOC
+1.4%
+1,056.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.9% |
| 7D | +2.3% | -1.5% | +3.7% | +2.7% |
| 30D | -2.6% | -4.8% | +2.1% | -1.4% |
| 3M | -4.6% | +6.9% | -11.5% | -6.9% |
| 6M | +8.7% | +20.7% | -12.0% | +2.0% |
| YTD | +61.0% | +34.1% | +26.9% | +46.2% |
| 1Y | +96.0% | +22.6% | +73.3% | +82.3% |
| 3Y | +144.4% | +20.8% | +123.6% | +126.2% |
| 5Y | +80.5% | -24.9% | +105.4% | +87.7% |
| 10Y | +974.9% | -1.8% | +976.8% | +911.2% |
| All | +1,058.3% | +1.4% | +1,056.9% | +928.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling