+43.5%
CVX vs KDP
+20.0%
+23.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +1.9% |
| 7D | +1.0% | -1.6% | +2.5% | +1.0% |
| 30D | +10.7% | +9.5% | +1.2% | +10.6% |
| 3M | +15.5% | +2.6% | +12.9% | +15.6% |
| 6M | +14.9% | +15.6% | -0.7% | +14.8% |
| YTD | +44.2% | +17.3% | +26.9% | +43.8% |
| 1Y | +43.5% | +20.1% | +23.4% | +42.8% |
| All | +43.5% | +20.0% | +23.5% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling