+59.6%
KEYS vs DVA
+62.2%
-2.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.8% | -12.1% | -6.2% |
| 7D | -14.8% | +4.7% | -19.5% | -14.6% |
| 30D | -25.6% | +7.8% | -33.4% | -25.4% |
| 3M | -16.2% | -15.5% | -0.7% | -15.4% |
| 6M | -18.6% | +25.0% | -43.7% | -20.1% |
| YTD | +40.7% | +69.6% | -28.9% | +35.1% |
| 1Y | +59.6% | +60.6% | -1.0% | +56.0% |
| All | +59.6% | +62.2% | -2.5% | +56.0% |
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 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