+150.8%
KRE vs DVN
+52.4%
+98.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.3% |
| 7D | -1.4% | +2.5% | -3.9% | -2.3% |
| 30D | -3.9% | +10.2% | -14.1% | -7.3% |
| 3M | +3.6% | +8.1% | -4.5% | 0.0% |
| 6M | +15.4% | +15.9% | -0.5% | +7.3% |
| YTD | +15.2% | +38.2% | -23.0% | 0.0% |
| 1Y | +16.5% | +44.5% | -28.0% | -1.0% |
| 3Y | +85.2% | +5.1% | +80.0% | +72.3% |
| 5Y | +33.1% | +124.3% | -91.2% | -13.3% |
| 10Y | +123.1% | +65.9% | +57.1% | +29.3% |
| All | +150.8% | +52.4% | +98.5% | +37.4% |
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