+40.8%
KEY vs DVA
+38.1%
+2.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.3% |
| 7D | +2.7% | +2.2% | +0.5% | +2.3% |
| 30D | -3.2% | -2.0% | -1.2% | -2.8% |
| 3M | +1.0% | -6.3% | +7.2% | +1.5% |
| 6M | +11.9% | +19.4% | -7.6% | +5.8% |
| YTD | +8.7% | +58.5% | -49.8% | -4.9% |
| 1Y | +18.5% | +33.9% | -15.4% | +8.1% |
| 3Y | +124.0% | +88.4% | +35.5% | +82.4% |
| 5Y | +40.8% | +39.5% | +1.3% | +27.9% |
| All | +40.8% | +38.1% | +2.8% | +27.9% |
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