+177.6%
KEEL vs DVA
+35.1%
+142.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.6% |
| 7D | +7.8% | +1.8% | +5.9% | +7.8% |
| 30D | -11.7% | -2.5% | -9.2% | -11.8% |
| 3M | -41.5% | -4.3% | -37.2% | -41.8% |
| 6M | +54.9% | +18.9% | +36.0% | +53.2% |
| YTD | +47.7% | +61.9% | -14.3% | +59.9% |
| 1Y | +177.6% | +35.7% | +141.9% | +185.4% |
| All | +177.6% | +35.1% | +142.5% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling