+9.5%
DVN vs KEYS
+154.3%
-144.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.3% |
| 7D | +4.5% | +3.5% | +1.0% | +3.8% |
| 30D | +12.0% | -4.5% | +16.4% | +12.8% |
| 3M | +13.4% | -0.4% | +13.8% | +12.8% |
| 6M | +12.1% | +19.1% | -7.0% | +5.6% |
| YTD | +38.8% | +66.7% | -27.8% | +15.3% |
| 1Y | +46.0% | +96.5% | -50.4% | +12.6% |
| 3Y | +9.5% | +155.2% | -145.7% | -25.7% |
| All | +9.5% | +154.3% | -144.8% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling