+274.4%
KLAC vs DVN
+4.6%
+269.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.9% |
| 7D | -2.7% | +4.5% | -7.2% | -3.5% |
| 30D | -13.2% | +12.0% | -25.1% | -15.1% |
| 3M | -25.0% | +13.4% | -38.4% | -27.0% |
| 6M | +23.6% | +12.1% | +11.5% | +18.4% |
| YTD | +49.2% | +38.8% | +10.4% | +32.3% |
| 1Y | +89.3% | +46.0% | +43.3% | +63.0% |
| 3Y | +274.4% | +9.5% | +264.9% | +238.8% |
| All | +274.4% | +4.6% | +269.8% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 3y: compounded portfolio wealth divided by compounded DVN 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…
3y analysis · Full analysis span regression · 6 months rolling