+141.4%
KEYS vs DPZ
-4.7%
+146.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.4% |
| 7D | +9.4% | +2.2% | +7.2% | +9.1% |
| 30D | -16.8% | +15.5% | -32.2% | -18.5% |
| 3M | -15.9% | -2.0% | -13.9% | -15.4% |
| 6M | -17.6% | +12.1% | -29.7% | -20.3% |
| YTD | +46.5% | -16.6% | +63.1% | +55.6% |
| 1Y | +66.9% | -14.6% | +81.5% | +75.7% |
| 3Y | +141.4% | -4.1% | +145.5% | +147.5% |
| All | +141.4% | -4.7% | +146.1% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling