+67.3%
DVN vs KGC
+698.0%
-630.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +4.5% | -5.6% | +10.2% | +5.1% |
| 30D | +12.0% | +6.1% | +5.8% | +11.1% |
| 3M | +13.4% | +17.3% | -3.9% | +11.0% |
| 6M | +12.1% | -10.3% | +22.4% | +12.2% |
| YTD | +38.8% | +3.9% | +35.0% | +35.6% |
| 1Y | +46.0% | +25.7% | +20.3% | +38.3% |
| 3Y | +9.5% | +526.0% | -516.5% | -19.5% |
| 5Y | +125.3% | +455.5% | -330.2% | +64.2% |
| All | +67.3% | +698.0% | -630.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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