+118.6%
DVN vs KNX
+37.6%
+81.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.8% |
| 7D | +4.5% | -5.6% | +10.1% | +5.9% |
| 30D | +12.0% | -4.4% | +16.4% | +13.0% |
| 3M | +13.4% | -17.3% | +30.7% | +18.2% |
| 6M | +12.1% | +22.6% | -10.5% | +4.2% |
| YTD | +38.8% | +31.1% | +7.7% | +25.4% |
| 1Y | +46.0% | +60.2% | -14.2% | +22.6% |
| 3Y | +9.5% | +35.8% | -26.3% | -5.8% |
| All | +118.6% | +37.6% | +81.1% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling