+29.3%
DVN vs KEYS
+1,113.8%
-1,084.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.3% |
| 7D | +4.5% | +3.5% | +1.0% | +2.9% |
| 30D | +12.0% | -4.5% | +16.4% | +13.7% |
| 3M | +13.4% | -0.4% | +13.8% | +11.6% |
| 6M | +12.1% | +19.1% | -7.0% | -0.1% |
| YTD | +38.8% | +66.7% | -27.8% | +2.2% |
| 1Y | +46.0% | +96.5% | -50.4% | -2.3% |
| 3Y | +9.5% | +155.2% | -145.7% | -38.4% |
| 5Y | +125.3% | +88.0% | +37.3% | +43.9% |
| 10Y | +66.6% | +1,046.8% | -980.2% | -59.6% |
| All | +29.3% | +1,113.8% | -1,084.4% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling