+247.9%
KDP vs COPX
+307.7%
-59.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.9% |
| 7D | -0.8% | -2.8% | +2.0% | -0.5% |
| 30D | +9.7% | -14.3% | +24.1% | +11.7% |
| 3M | +17.6% | -19.0% | +36.7% | +20.3% |
| 6M | +25.8% | -24.4% | +50.2% | +29.2% |
| YTD | +33.9% | -3.2% | +37.1% | +31.9% |
| 1Y | +38.9% | +15.2% | +23.7% | +33.3% |
| 3Y | +26.8% | +127.6% | -100.8% | +6.8% |
| 5Y | +16.3% | +106.0% | -89.7% | -2.3% |
| All | +247.9% | +307.7% | -59.8% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling