+1,052.7%
KEYS vs DOV
+283.0%
+769.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.4% |
| 7D | +0.9% | -1.9% | +2.9% | +2.1% |
| 30D | -5.3% | -9.9% | +4.6% | +0.6% |
| 3M | +0.5% | -12.1% | +12.6% | +8.3% |
| 6M | +14.0% | -10.4% | +24.5% | +21.6% |
| YTD | +60.3% | -3.3% | +63.6% | +63.5% |
| 1Y | +91.3% | +7.8% | +83.6% | +83.0% |
| 3Y | +146.1% | +36.3% | +109.8% | +107.5% |
| 5Y | +80.8% | +14.8% | +66.0% | +64.9% |
| 10Y | +1,002.8% | +294.0% | +708.8% | +463.6% |
| All | +1,052.7% | +283.0% | +769.8% | +449.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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