+1,058.3%
KEYS vs DRI
+604.2%
+454.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | -2.6% | +3.8% | -6.5% | -3.7% |
| 3M | -4.6% | +13.0% | -17.6% | -8.1% |
| 6M | +8.7% | +8.3% | +0.4% | +5.8% |
| YTD | +61.0% | +20.6% | +40.4% | +51.9% |
| 1Y | +96.0% | +6.5% | +89.5% | +90.5% |
| 3Y | +144.4% | +53.7% | +90.7% | +114.9% |
| 5Y | +80.5% | +72.7% | +7.8% | +53.1% |
| 10Y | +974.9% | +363.2% | +611.8% | +584.1% |
| All | +1,058.3% | +604.2% | +454.1% | +503.8% |
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