+67.3%
DVN vs KR
+129.5%
-62.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +12.0% | +5.1% | +6.9% | +10.9% |
| 3M | +13.4% | -8.2% | +21.6% | +14.9% |
| 6M | +12.1% | -18.0% | +30.1% | +15.9% |
| YTD | +38.8% | -4.8% | +43.6% | +39.7% |
| 1Y | +46.0% | -11.0% | +57.1% | +48.5% |
| 3Y | +9.5% | +37.7% | -28.2% | +0.4% |
| 5Y | +125.3% | +52.8% | +72.5% | +100.2% |
| All | +67.3% | +129.5% | -62.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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