+229.6%
KDP vs CVE
+136.1%
+93.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +2.2% | -16.1% | +18.3% | +3.3% |
| 30D | +19.9% | -10.4% | +30.3% | +20.6% |
| 3M | +21.5% | -2.4% | +23.9% | +21.4% |
| 6M | +30.1% | -4.4% | +34.5% | +30.0% |
| YTD | +34.9% | +64.9% | -30.0% | +29.5% |
| 1Y | +43.4% | +66.0% | -22.6% | +37.5% |
| 3Y | +29.1% | +57.7% | -28.6% | +23.1% |
| 5Y | +15.0% | +144.7% | -129.7% | +3.9% |
| All | +229.6% | +136.1% | +93.5% | +160.3% |
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