+67.3%
DVN vs KDP
+172.7%
-105.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.5% | -3.7% | +8.2% | +5.9% |
| 30D | +12.0% | +6.2% | +5.8% | +9.4% |
| 3M | +13.4% | +1.2% | +12.2% | +12.1% |
| 6M | +12.1% | +15.3% | -3.2% | +5.2% |
| YTD | +38.8% | +14.8% | +24.0% | +30.2% |
| 1Y | +46.0% | +17.6% | +28.4% | +35.1% |
| 3Y | +9.5% | +2.1% | +7.4% | +4.8% |
| 5Y | +125.3% | +2.7% | +122.5% | +113.0% |
| All | +67.3% | +172.7% | -105.4% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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