+1,223.7%
DVN vs KR
+4,362.7%
-3,139.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | +2.5% | -2.7% | +5.2% | +3.0% |
| 30D | +10.2% | +1.9% | +8.2% | +9.7% |
| 3M | +8.1% | -11.0% | +19.1% | +10.1% |
| 6M | +15.9% | -20.2% | +36.1% | +20.3% |
| YTD | +38.2% | -7.3% | +45.5% | +39.7% |
| 1Y | +44.5% | -13.1% | +57.6% | +47.5% |
| 3Y | +5.1% | +29.7% | -24.6% | -1.6% |
| 5Y | +124.3% | +48.8% | +75.6% | +102.5% |
| 10Y | +65.9% | +122.8% | -56.9% | +34.3% |
| All | +1,223.7% | +4,362.7% | -3,139.1% | +548.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling