+212.8%
DVN vs KEEL
+294.5%
-81.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.3% |
| 7D | +4.5% | +2.9% | +1.6% | +4.4% |
| 30D | +12.0% | +0.8% | +11.1% | +11.8% |
| 3M | +13.4% | -35.3% | +48.7% | +14.6% |
| 6M | +12.1% | +59.4% | -47.3% | +8.3% |
| YTD | +38.8% | +51.9% | -13.1% | +33.8% |
| 1Y | +46.0% | +75.0% | -29.0% | +38.2% |
| 3Y | +9.5% | +224.5% | -215.1% | -3.0% |
| 5Y | +125.3% | -35.9% | +161.2% | +101.7% |
| All | +212.8% | +294.5% | -81.6% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling