+52.7%
DVN vs KRMN
+17.6%
+35.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.4% |
| 7D | +4.5% | -11.8% | +16.3% | +4.5% |
| 30D | +12.0% | -43.0% | +55.0% | +11.8% |
| 3M | +13.4% | -28.8% | +42.2% | +13.3% |
| 6M | +12.1% | -66.3% | +78.5% | +15.5% |
| YTD | +38.8% | -51.8% | +90.6% | +36.4% |
| 1Y | +46.0% | -44.7% | +90.7% | +39.5% |
| All | +52.7% | +17.6% | +35.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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