+59.6%
KEYS vs DTE
+5.6%
+54.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.7% | -6.1% |
| 7D | -14.8% | +4.2% | -19.0% | -14.6% |
| 30D | -25.6% | +10.0% | -35.6% | -25.8% |
| 3M | -16.2% | -2.1% | -14.2% | -15.5% |
| 6M | -18.6% | -4.7% | -14.0% | -18.6% |
| YTD | +40.7% | +9.3% | +31.4% | +38.4% |
| 1Y | +59.6% | +6.6% | +53.0% | +57.8% |
| All | +59.6% | +5.6% | +54.0% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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