+256.4%
KDP vs EOG
+127.0%
+129.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.5% |
| 7D | +8.2% | -2.4% | +10.6% | +8.4% |
| 30D | +18.4% | +2.9% | +15.4% | +17.9% |
| 3M | +29.2% | +7.2% | +22.0% | +28.1% |
| 6M | +32.3% | +18.2% | +14.1% | +29.5% |
| YTD | +38.5% | +48.9% | -10.4% | +31.9% |
| 1Y | +48.5% | +46.7% | +1.8% | +41.7% |
| 3Y | +32.5% | +37.4% | -4.9% | +26.3% |
| 5Y | +19.7% | +103.9% | -84.2% | +6.6% |
| 10Y | +256.4% | +127.0% | +129.4% | +177.5% |
| All | +256.4% | +127.0% | +129.4% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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