+358.3%
CVX vs KDP
+1,306.6%
-948.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -7.5% | +0.3% | -7.8% | -7.7% |
| 30D | -0.6% | +16.3% | -16.9% | -5.7% |
| 3M | +14.0% | +24.0% | -10.0% | +5.5% |
| 6M | +18.1% | +30.0% | -11.8% | +7.1% |
| YTD | +42.2% | +36.1% | +6.1% | +26.2% |
| 1Y | +41.3% | +46.8% | -5.5% | +22.1% |
| 3Y | +68.3% | +30.5% | +37.9% | +48.3% |
| 5Y | +122.0% | +17.9% | +104.1% | +100.3% |
| 10Y | +198.6% | +239.3% | -40.7% | +70.8% |
| All | +358.3% | +1,306.6% | -948.3% | +31.0% |
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 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