+46.0%
DVN vs KEEL
+89.9%
-43.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.5% |
| 7D | +4.5% | +2.9% | +1.6% | +4.6% |
| 30D | +12.0% | +0.8% | +11.1% | +12.1% |
| 3M | +13.4% | -35.3% | +48.7% | +12.8% |
| 6M | +12.1% | +59.4% | -47.3% | +13.9% |
| YTD | +38.8% | +51.9% | -13.1% | +40.8% |
| 1Y | +46.0% | +75.0% | -29.0% | +54.6% |
| All | +46.0% | +89.9% | -43.9% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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