+149.4%
KEYS vs DRI
+54.1%
+95.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +2.9% | -4.8% | +7.8% | +4.3% |
| 30D | -1.3% | -3.9% | +2.6% | -0.3% |
| 3M | -0.1% | +5.1% | -5.2% | -2.3% |
| 6M | +17.4% | +5.5% | +11.9% | +14.3% |
| YTD | +62.9% | +16.5% | +46.4% | +51.9% |
| 1Y | +95.7% | +2.0% | +93.8% | +91.4% |
| All | +149.4% | +54.1% | +95.3% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling