+67.3%
DVN vs KIM
+32.5%
+34.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +4.5% | -1.7% | +6.3% | +5.5% |
| 30D | +12.0% | -3.0% | +14.9% | +13.9% |
| 3M | +13.4% | -8.9% | +22.3% | +19.3% |
| 6M | +12.1% | +2.4% | +9.7% | +9.3% |
| YTD | +38.8% | +18.3% | +20.5% | +23.8% |
| 1Y | +46.0% | +8.2% | +37.9% | +37.2% |
| 3Y | +9.5% | +44.0% | -34.5% | -15.3% |
| 5Y | +125.3% | +37.3% | +87.9% | +75.6% |
| All | +67.3% | +32.5% | +34.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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