+42.5%
KDP vs CVE
+68.4%
-25.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.1% |
| 7D | +4.5% | -14.1% | +18.6% | +3.6% |
| 30D | +18.5% | -11.6% | +30.1% | +17.6% |
| 3M | +20.8% | 0.0% | +20.8% | +20.1% |
| 6M | +29.4% | -8.4% | +37.8% | +28.9% |
| YTD | +35.9% | +65.9% | -30.0% | +27.9% |
| 1Y | +42.5% | +69.4% | -27.0% | +33.9% |
| All | +42.5% | +68.4% | -25.9% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling