+1.7%
DVN vs KEY
+130.9%
-129.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -1.3% | +2.7% | -4.1% | -2.3% |
| 30D | +12.6% | -3.2% | +15.8% | +13.8% |
| 3M | +8.1% | +1.0% | +7.2% | +7.1% |
| 6M | +10.2% | +11.9% | -1.7% | +4.1% |
| YTD | +33.8% | +8.7% | +25.1% | +27.4% |
| 1Y | +43.9% | +18.5% | +25.4% | +31.7% |
| 3Y | +1.7% | +124.0% | -122.2% | -24.2% |
| All | +1.7% | +130.9% | -129.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling