+67.3%
DVN vs KWEB
-19.7%
+87.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | +4.5% | -5.6% | +10.1% | +6.1% |
| 30D | +12.0% | -10.7% | +22.6% | +15.2% |
| 3M | +13.4% | -7.4% | +20.8% | +15.3% |
| 6M | +12.1% | -19.3% | +31.4% | +17.5% |
| YTD | +38.8% | -27.8% | +66.6% | +49.7% |
| 1Y | +46.0% | -35.9% | +82.0% | +62.6% |
| 3Y | +9.5% | -1.9% | +11.4% | +4.6% |
| 5Y | +125.3% | -43.2% | +168.4% | +147.8% |
| All | +67.3% | -19.7% | +87.0% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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