+976.9%
KEYS vs DPZ
+352.7%
+624.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | +16.7% | -2.5% | +19.2% | +17.4% |
| 30D | -17.8% | +12.5% | -30.4% | -20.5% |
| 3M | -14.2% | -5.2% | -9.0% | -13.6% |
| 6M | -15.9% | +8.8% | -24.6% | -19.1% |
| YTD | +49.7% | -18.7% | +68.4% | +55.6% |
| 1Y | +65.3% | -15.7% | +81.0% | +70.0% |
| 3Y | +144.9% | -7.5% | +152.4% | +142.5% |
| 5Y | +63.0% | -30.1% | +93.1% | +70.8% |
| 10Y | +780.0% | +135.3% | +644.8% | +556.3% |
| All | +976.9% | +352.7% | +624.2% | +635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling