+83.1%
KEYS vs DRI
+68.4%
+14.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +2.9% | -4.8% | +7.8% | +4.9% |
| 30D | -1.3% | -3.9% | +2.6% | 0.0% |
| 3M | -0.1% | +5.1% | -5.2% | -2.9% |
| 6M | +17.4% | +5.5% | +11.9% | +13.4% |
| YTD | +62.9% | +16.5% | +46.4% | +49.6% |
| 1Y | +95.7% | +2.0% | +93.8% | +90.0% |
| 3Y | +150.2% | +54.5% | +95.7% | +95.8% |
| 5Y | +83.1% | +66.6% | +16.5% | +32.6% |
| All | +83.1% | +68.4% | +14.7% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling