+1,017.6%
KDP vs CVE
+89.9%
+927.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +9.2% | +9.3% | -0.1% | +8.2% |
| 6M | +14.7% | +43.6% | -28.9% | +11.0% |
| YTD | +19.2% | +93.6% | -74.4% | +12.5% |
| 1Y | +15.2% | +98.8% | -83.6% | +8.3% |
| 3Y | +6.0% | +73.6% | -67.6% | -0.3% |
| 5Y | +5.4% | +312.5% | -307.1% | -10.2% |
| 10Y | +171.9% | +161.0% | +10.8% | +119.8% |
| All | +1,017.6% | +89.9% | +927.7% | +793.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling