-35.3%
DVN vs KDP
+1,283.7%
-1,319.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.3% |
| 7D | +10.4% | -0.8% | +11.1% | +10.4% |
| 30D | -6.7% | +9.7% | -16.4% | -10.8% |
| 3M | +5.6% | +17.6% | -12.0% | -2.2% |
| 6M | +0.7% | +25.8% | -25.1% | -10.1% |
| YTD | +29.6% | +33.9% | -4.3% | +12.1% |
| 1Y | +36.3% | +38.9% | -2.6% | +16.1% |
| 3Y | +13.2% | +26.8% | -13.6% | -2.4% |
| 5Y | +38.6% | +16.3% | +22.3% | +22.8% |
| 10Y | +60.9% | +248.1% | -187.2% | -14.3% |
| All | -35.3% | +1,283.7% | -1,319.0% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling