+1,075.3%
KDP vs CNQ
+300.8%
+774.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.8% |
| 7D | -4.3% | -0.7% | -3.7% | -4.2% |
| 30D | +7.8% | +6.7% | +1.1% | +6.8% |
| 3M | -0.1% | +12.8% | -12.8% | -2.0% |
| 6M | +14.0% | +13.3% | +0.7% | +11.3% |
| YTD | +15.1% | +53.1% | -38.0% | +7.3% |
| 1Y | +18.5% | +66.1% | -47.5% | +9.0% |
| 3Y | +2.9% | +75.4% | -72.6% | -7.6% |
| 5Y | +3.0% | +288.1% | -285.2% | -20.3% |
| 10Y | +174.4% | +423.6% | -249.2% | +85.1% |
| All | +1,075.3% | +300.8% | +774.4% | +519.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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