+13.9%
KEY vs DVA
+67.5%
-53.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.0% | +0.3% |
| 7D | +0.5% | -1.6% | +2.1% | +0.8% |
| 30D | +6.9% | 0.0% | +6.8% | +6.6% |
| 3M | -5.0% | -2.4% | -2.6% | -4.9% |
| 6M | +0.7% | -9.8% | +10.5% | +1.6% |
| YTD | +6.5% | +57.8% | -51.3% | -7.1% |
| 1Y | +22.6% | +49.2% | -26.6% | +8.5% |
| 3Y | +125.3% | +116.0% | +9.3% | +78.1% |
| 5Y | +13.9% | +68.5% | -54.6% | -8.0% |
| All | +13.9% | +67.5% | -53.6% | -8.0% |
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