+410.8%
DVN vs KMX
+450.2%
-39.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +2.5% | -3.4% | +5.9% | +3.2% |
| 30D | +10.2% | +4.0% | +6.2% | +9.2% |
| 3M | +8.1% | +24.8% | -16.7% | +2.8% |
| 6M | +15.9% | +43.6% | -27.7% | +6.3% |
| YTD | +38.2% | +56.6% | -18.4% | +24.2% |
| 1Y | +44.5% | +2.2% | +42.2% | +38.9% |
| 3Y | +5.1% | -25.4% | +30.6% | +6.1% |
| 5Y | +124.3% | -55.0% | +179.3% | +141.6% |
| 10Y | +65.9% | +9.6% | +56.3% | +53.0% |
| All | +410.8% | +450.2% | -39.4% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling