+6.8%
DVN vs KIM
+45.1%
-38.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.1% | -1.0% | +0.9% | +0.3% |
| 30D | +8.0% | -1.1% | +9.1% | +8.4% |
| 3M | +11.9% | -5.3% | +17.3% | +14.0% |
| 6M | +10.6% | +3.9% | +6.7% | +8.0% |
| YTD | +35.4% | +20.3% | +15.1% | +23.0% |
| 1Y | +46.5% | +10.4% | +36.0% | +38.4% |
| All | +6.8% | +45.1% | -38.4% | -5.4% |
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