+1,171.8%
DVN vs KEY
+1,050.5%
+121.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +1.5% | +2.2% | -0.7% | +0.7% |
| 30D | +14.2% | -3.0% | +17.2% | +15.2% |
| 3M | +5.2% | +3.3% | +1.9% | +3.7% |
| 6M | +11.9% | +9.2% | +2.7% | +7.7% |
| YTD | +32.8% | +10.6% | +22.2% | +27.0% |
| 1Y | +38.6% | +20.4% | +18.2% | +28.6% |
| 3Y | +0.5% | +121.8% | -121.3% | -25.2% |
| 5Y | +111.0% | +41.1% | +69.9% | +75.1% |
| 10Y | +56.1% | +168.5% | -112.4% | +12.6% |
| All | +1,171.8% | +1,050.5% | +121.3% | +606.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling