+804.2%
KDP vs COPX
+186.2%
+618.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | +1.3% | -4.0% | +5.3% | +1.8% |
| 30D | +6.0% | +4.5% | +1.4% | +5.3% |
| 3M | +9.2% | +0.8% | +8.4% | +8.6% |
| 6M | +14.7% | +3.2% | +11.5% | +13.2% |
| YTD | +19.2% | +26.7% | -7.5% | +14.0% |
| 1Y | +15.2% | +85.7% | -70.5% | +4.2% |
| 3Y | +6.0% | +151.2% | -145.2% | -9.8% |
| 5Y | +5.4% | +170.0% | -164.6% | -12.8% |
| 10Y | +171.9% | +572.9% | -401.1% | +83.9% |
| All | +804.2% | +186.2% | +618.0% | +572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling