+359.2%
CVX vs KDP
+1,331.3%
-972.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -6.2% | +8.2% | -14.4% | -8.8% |
| 30D | -0.4% | +18.4% | -18.7% | -6.1% |
| 3M | +9.3% | +29.2% | -19.9% | -0.2% |
| 6M | +18.4% | +32.3% | -13.9% | +6.7% |
| YTD | +42.5% | +38.5% | +4.0% | +25.8% |
| 1Y | +41.0% | +48.5% | -7.4% | +21.5% |
| 3Y | +67.5% | +32.5% | +35.0% | +46.8% |
| 5Y | +126.1% | +19.7% | +106.4% | +103.0% |
| 10Y | +198.8% | +256.4% | -57.6% | +67.7% |
| All | +359.2% | +1,331.3% | -972.1% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling