+1,018.0%
KEYS vs DVA
+187.8%
+830.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +3.5% | -1.3% | +4.8% | +3.8% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | -0.4% | -10.9% | +10.5% | +1.2% |
| 6M | +19.1% | +17.3% | +1.9% | +13.4% |
| YTD | +66.7% | +59.8% | +6.9% | +46.9% |
| 1Y | +96.5% | +36.3% | +60.2% | +79.3% |
| 3Y | +155.2% | +88.6% | +66.5% | +111.1% |
| 5Y | +88.0% | +47.5% | +40.4% | +61.1% |
| All | +1,018.0% | +187.8% | +830.2% | +685.1% |
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 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