+67.3%
DVN vs KMB
+14.6%
+52.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +4.5% | -6.5% | +11.0% | +5.3% |
| 30D | +12.0% | -8.8% | +20.8% | +13.1% |
| 3M | +13.4% | -2.2% | +15.6% | +13.3% |
| 6M | +12.1% | +0.7% | +11.5% | +11.4% |
| YTD | +38.8% | +1.0% | +37.8% | +37.8% |
| 1Y | +46.0% | -20.3% | +66.3% | +50.0% |
| 3Y | +9.5% | -13.3% | +22.8% | +9.8% |
| 5Y | +125.3% | -12.9% | +138.2% | +123.3% |
| All | +67.3% | +14.6% | +52.6% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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