+169.3%
KEY vs DVA
+186.3%
-17.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -0.3% | +2.0% | -2.3% | -0.9% |
| 30D | -3.3% | -0.4% | -2.9% | -3.2% |
| 3M | -0.7% | -7.7% | +6.9% | +0.7% |
| 6M | +12.5% | +20.0% | -7.4% | +3.8% |
| YTD | +8.4% | +61.1% | -52.7% | -10.5% |
| 1Y | +18.4% | +33.9% | -15.4% | +4.0% |
| 3Y | +123.3% | +91.5% | +31.8% | +65.7% |
| 5Y | +38.8% | +41.8% | -3.0% | +11.0% |
| 10Y | +169.3% | +187.5% | -18.2% | +61.3% |
| All | +169.3% | +186.3% | -17.0% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling