+1,052.7%
KEYS vs DTE
+203.2%
+849.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.2% |
| 7D | +0.9% | -2.0% | +2.9% | +1.6% |
| 30D | -5.3% | -2.4% | -2.9% | -4.5% |
| 3M | +0.5% | -7.3% | +7.8% | +2.6% |
| 6M | +14.0% | -7.6% | +21.7% | +16.5% |
| YTD | +60.3% | +5.8% | +54.5% | +56.6% |
| 1Y | +91.3% | +2.3% | +89.0% | +88.7% |
| 3Y | +146.1% | +45.0% | +101.1% | +114.2% |
| 5Y | +80.8% | +33.2% | +47.6% | +60.9% |
| 10Y | +1,002.8% | +141.4% | +861.4% | +703.8% |
| All | +1,052.7% | +203.2% | +849.5% | +685.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling