+173.3%
KDP vs CVE
+159.5%
+13.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.3% | +2.5% | -1.2% | +1.1% |
| 30D | +6.0% | +16.7% | -10.7% | +4.9% |
| 3M | +9.2% | +9.3% | -0.1% | +8.4% |
| 6M | +14.7% | +43.6% | -28.9% | +11.5% |
| YTD | +19.2% | +93.6% | -74.4% | +13.4% |
| 1Y | +15.2% | +98.8% | -83.6% | +9.2% |
| 3Y | +6.0% | +73.6% | -67.6% | +0.5% |
| 5Y | +5.4% | +312.5% | -307.1% | -8.6% |
| All | +173.3% | +159.5% | +13.8% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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