+1,171.8%
DVN vs KMB
+1,824.3%
-652.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | +1.5% | -3.0% | +4.5% | +2.2% |
| 30D | +14.2% | -5.5% | +19.7% | +15.5% |
| 3M | +5.2% | +14.0% | -8.7% | +1.6% |
| 6M | +11.9% | +4.1% | +7.8% | +9.9% |
| YTD | +32.8% | +8.0% | +24.8% | +29.3% |
| 1Y | +38.6% | -13.7% | +52.3% | +41.6% |
| 3Y | +0.5% | -5.9% | +6.5% | -0.5% |
| 5Y | +111.0% | -8.6% | +119.7% | +107.7% |
| 10Y | +56.1% | +17.3% | +38.9% | +41.1% |
| All | +1,171.8% | +1,824.3% | -652.5% | +592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling