+67.3%
DVN vs KMX
+11.6%
+55.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | +4.5% | -3.1% | +7.6% | +5.6% |
| 30D | +12.0% | +4.4% | +7.5% | +10.0% |
| 3M | +13.4% | +18.9% | -5.5% | +5.5% |
| 6M | +12.1% | +44.3% | -32.2% | -4.7% |
| YTD | +38.8% | +58.7% | -19.9% | +12.7% |
| 1Y | +46.0% | +0.1% | +45.9% | +37.6% |
| 3Y | +9.5% | -24.4% | +33.9% | +11.0% |
| 5Y | +125.3% | -54.4% | +179.7% | +168.7% |
| All | +67.3% | +11.6% | +55.6% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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