+41.9%
CVX vs KDP
+6.3%
+35.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +3.3% | +1.3% | +2.1% | +3.2% |
| 30D | +12.9% | +6.0% | +6.9% | +12.4% |
| 3M | +11.7% | +9.2% | +2.5% | +10.9% |
| 6M | +14.1% | +14.7% | -0.5% | +12.9% |
| YTD | +40.7% | +19.2% | +21.5% | +38.6% |
| 1Y | +37.5% | +15.2% | +22.3% | +35.9% |
| All | +41.9% | +6.3% | +35.6% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling