-35.3%
KEEL vs DVA
+46.8%
-82.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +2.9% | -1.3% | +4.2% | +3.2% |
| 30D | +0.8% | 0.0% | +0.8% | +0.7% |
| 3M | -35.3% | -10.9% | -24.4% | -34.1% |
| 6M | +59.4% | +17.3% | +42.1% | +48.4% |
| YTD | +51.9% | +59.8% | -7.9% | +25.3% |
| 1Y | +75.0% | +36.3% | +38.7% | +51.9% |
| 3Y | +224.5% | +88.6% | +135.9% | +147.9% |
| All | -35.3% | +46.8% | -82.1% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling