+1,071.7%
KEYS vs DVA
+151.6%
+920.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.1% |
| 7D | +2.9% | +2.0% | +0.9% | +2.5% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | -0.1% | -7.7% | +7.5% | +0.8% |
| 6M | +17.4% | +20.0% | -2.6% | +10.8% |
| YTD | +62.9% | +61.1% | +1.8% | +42.2% |
| 1Y | +95.7% | +33.9% | +61.9% | +78.3% |
| 3Y | +150.2% | +91.5% | +58.7% | +103.4% |
| 5Y | +83.1% | +41.8% | +41.3% | +57.0% |
| 10Y | +1,020.9% | +187.5% | +833.4% | +624.7% |
| All | +1,071.7% | +151.6% | +920.2% | +702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling