+67.3%
DVN vs KEYS
+1,049.9%
-982.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.2% |
| 7D | +4.5% | +3.5% | +1.0% | +3.0% |
| 30D | +12.0% | -4.5% | +16.4% | +13.7% |
| 3M | +13.4% | -0.4% | +13.8% | +11.7% |
| 6M | +12.1% | +19.1% | -7.0% | +0.2% |
| YTD | +38.8% | +66.7% | -27.8% | +3.0% |
| 1Y | +46.0% | +96.5% | -50.4% | -1.4% |
| 3Y | +9.5% | +155.2% | -145.7% | -37.8% |
| 5Y | +125.3% | +88.0% | +37.3% | +45.3% |
| All | +67.3% | +1,049.9% | -982.6% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling