+1,397.9%
DVN vs KIM
+3,058.9%
-1,661.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +14.2% | -4.0% | +18.2% | +15.8% |
| 3M | +5.2% | +0.5% | +4.7% | +4.7% |
| 6M | +11.9% | +3.6% | +8.3% | +9.6% |
| YTD | +32.8% | +20.4% | +12.4% | +22.8% |
| 1Y | +38.6% | +9.7% | +28.9% | +32.6% |
| 3Y | +0.5% | +46.0% | -45.5% | -14.5% |
| 5Y | +111.0% | +34.4% | +76.6% | +84.2% |
| 10Y | +56.1% | +29.3% | +26.8% | +31.5% |
| All | +1,397.9% | +3,058.9% | -1,661.0% | +481.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling