+57.3%
DVN vs KDP
+247.6%
-190.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.1% |
| 7D | +10.4% | -0.8% | +11.1% | +10.4% |
| 30D | -6.7% | +9.7% | -16.4% | -10.1% |
| 3M | +5.6% | +17.6% | -12.0% | -1.1% |
| 6M | +0.7% | +25.8% | -25.1% | -8.6% |
| YTD | +29.6% | +33.9% | -4.3% | +14.4% |
| 1Y | +36.3% | +38.9% | -2.6% | +18.6% |
| 3Y | +13.2% | +26.8% | -13.6% | -0.6% |
| 5Y | +38.6% | +16.3% | +22.3% | +25.1% |
| All | +57.3% | +247.6% | -190.3% | +44.6% |
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