+154,996.0%
KLAC vs DVN
+1,184.0%
+153,812.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.5% |
| 7D | +6.2% | -0.1% | +6.3% | +6.2% |
| 30D | -5.0% | +8.0% | -13.0% | -6.7% |
| 3M | -14.4% | +11.9% | -26.3% | -17.2% |
| 6M | +28.3% | +10.6% | +17.7% | +23.5% |
| YTD | +51.1% | +35.4% | +15.7% | +38.3% |
| 1Y | +100.4% | +46.5% | +53.9% | +79.2% |
| 3Y | +276.3% | +3.0% | +273.4% | +260.5% |
| 5Y | +452.1% | +120.5% | +331.5% | +333.1% |
| 10Y | +2,986.0% | +62.5% | +2,923.5% | +2,117.2% |
| All | +154,996.0% | +1,184.0% | +153,812.0% | +94,106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling