+221.9%
CVX vs KDP
+173.4%
+48.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.3% |
| 7D | +1.0% | -1.6% | +2.5% | +1.3% |
| 30D | +10.7% | +9.5% | +1.2% | +8.1% |
| 3M | +15.5% | +2.6% | +12.9% | +14.4% |
| 6M | +14.9% | +15.6% | -0.7% | +10.1% |
| YTD | +44.2% | +17.3% | +26.9% | +37.5% |
| 1Y | +43.5% | +20.1% | +23.4% | +35.6% |
| 3Y | +45.0% | +4.9% | +40.1% | +40.1% |
| 5Y | +172.2% | +5.0% | +167.2% | +160.2% |
| 10Y | +221.9% | +179.8% | +42.1% | +167.0% |
| All | +221.9% | +173.4% | +48.5% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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