+66.9%
KEYS vs DRI
+34.4%
+32.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.1% |
| 7D | +9.4% | +1.1% | +8.3% | +9.5% |
| 30D | -16.8% | +9.7% | -26.5% | -16.2% |
| 3M | -15.9% | +3.2% | -19.1% | -15.0% |
| 6M | -17.6% | +20.6% | -38.2% | -18.2% |
| YTD | +46.5% | +28.3% | +18.3% | +37.6% |
| 1Y | +66.9% | +34.5% | +32.4% | +48.9% |
| All | +66.9% | +34.4% | +32.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling