+13.2%
DVN vs KIM
+65.6%
-52.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +10.4% | +0.1% | +10.2% | +10.3% |
| 30D | -6.7% | +14.1% | -20.8% | -11.3% |
| 3M | +5.6% | +6.0% | -0.4% | +3.2% |
| 6M | +0.7% | +13.2% | -12.6% | -4.8% |
| YTD | +29.6% | +30.4% | -0.8% | +13.5% |
| 1Y | +36.3% | +31.0% | +5.3% | +19.1% |
| 3Y | +13.2% | +67.6% | -54.5% | -7.5% |
| All | +13.2% | +65.6% | -52.4% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling