+166.0%
CVX vs KDP
+6.3%
+159.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.6% | +2.1% | -2.7% | -0.9% |
| 30D | +13.4% | +8.5% | +5.0% | +12.2% |
| 3M | +11.8% | +6.6% | +5.2% | +10.7% |
| 6M | +12.4% | +17.1% | -4.6% | +9.8% |
| YTD | +41.5% | +19.0% | +22.5% | +37.6% |
| 1Y | +41.6% | +21.8% | +19.8% | +37.0% |
| 3Y | +42.2% | +6.4% | +35.8% | +40.2% |
| 5Y | +166.0% | +5.1% | +160.8% | +158.0% |
| All | +166.0% | +6.3% | +159.7% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling