+120.5%
DVN vs KMB
-14.2%
+134.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +0.9% |
| 7D | -0.1% | -8.6% | +8.5% | -0.8% |
| 30D | +8.0% | -7.5% | +15.5% | +7.4% |
| 3M | +11.9% | -0.6% | +12.6% | +11.7% |
| 6M | +10.6% | -1.5% | +12.2% | +10.9% |
| YTD | +35.4% | +1.6% | +33.8% | +35.7% |
| 1Y | +46.5% | -20.8% | +67.2% | +45.8% |
| 3Y | +3.0% | -12.4% | +15.4% | +3.1% |
| 5Y | +120.5% | -12.9% | +133.5% | +116.9% |
| All | +120.5% | -14.2% | +134.7% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling