+976.9%
KEYS vs DRI
+646.0%
+330.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +16.7% | -0.3% | +17.1% | +16.8% |
| 30D | -17.8% | +10.8% | -28.7% | -20.1% |
| 3M | -14.2% | +0.9% | -15.1% | -14.8% |
| 6M | -15.9% | +16.3% | -32.2% | -19.8% |
| YTD | +49.7% | +27.8% | +21.9% | +38.6% |
| 1Y | +65.3% | +33.9% | +31.4% | +51.1% |
| 3Y | +144.9% | +67.2% | +77.7% | +110.0% |
| 5Y | +63.0% | +79.0% | -16.0% | +36.5% |
| 10Y | +780.0% | +332.2% | +447.9% | +472.6% |
| All | +976.9% | +646.0% | +330.9% | +451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling