+67.3%
DVN vs KNX
+166.7%
-99.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.9% |
| 7D | +4.5% | -5.6% | +10.1% | +6.2% |
| 30D | +12.0% | -4.4% | +16.4% | +13.2% |
| 3M | +13.4% | -17.3% | +30.7% | +19.1% |
| 6M | +12.1% | +22.6% | -10.5% | +3.2% |
| YTD | +38.8% | +31.1% | +7.7% | +24.1% |
| 1Y | +46.0% | +60.2% | -14.2% | +21.1% |
| 3Y | +9.5% | +35.8% | -26.3% | -6.6% |
| 5Y | +125.3% | +38.9% | +86.3% | +86.7% |
| All | +67.3% | +166.7% | -99.5% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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