+6.8%
KDP vs CVE
+317.2%
-310.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.3% | +2.5% | -1.2% | +1.2% |
| 30D | +6.0% | +16.7% | -10.7% | +5.5% |
| 3M | +9.2% | +9.3% | -0.1% | +8.9% |
| 6M | +14.7% | +43.6% | -28.9% | +13.1% |
| YTD | +19.2% | +93.6% | -74.4% | +16.1% |
| 1Y | +15.2% | +98.8% | -83.6% | +12.0% |
| 3Y | +6.0% | +73.6% | -67.6% | +2.8% |
| All | +6.8% | +317.2% | -310.4% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling