+1,174.2%
KDP vs CVE
+62.8%
+1,111.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | +4.5% | -14.1% | +18.6% | +5.6% |
| 30D | +18.5% | -11.6% | +30.1% | +19.5% |
| 3M | +20.8% | 0.0% | +20.8% | +20.5% |
| 6M | +29.4% | -8.4% | +37.8% | +29.7% |
| YTD | +35.9% | +65.9% | -30.0% | +29.5% |
| 1Y | +42.5% | +69.4% | -27.0% | +35.5% |
| 3Y | +29.4% | +55.9% | -26.5% | +22.6% |
| 5Y | +15.8% | +146.2% | -130.4% | +3.2% |
| 10Y | +236.5% | +140.6% | +95.8% | +172.7% |
| All | +1,174.2% | +62.8% | +1,111.4% | +928.7% |
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 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