+755.4%
KEYS vs DPZ
+140.2%
+615.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.7% |
| 7D | +9.4% | +2.2% | +7.2% | +8.8% |
| 30D | -16.8% | +15.5% | -32.2% | -19.9% |
| 3M | -15.9% | -2.0% | -13.9% | -16.0% |
| 6M | -17.6% | +12.1% | -29.7% | -21.3% |
| YTD | +46.5% | -16.6% | +63.1% | +51.5% |
| 1Y | +66.9% | -14.6% | +81.5% | +71.4% |
| 3Y | +141.4% | -4.1% | +145.5% | +137.2% |
| 5Y | +59.5% | -28.3% | +87.8% | +66.1% |
| All | +755.4% | +140.2% | +615.2% | +545.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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