+266.4%
KDP vs EOG
+131.8%
+134.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +4.0% | +4.6% | -0.6% | +3.5% |
| 30D | +16.8% | +2.9% | +13.9% | +16.3% |
| 3M | +32.0% | +8.0% | +24.1% | +30.8% |
| 6M | +35.2% | +17.0% | +18.2% | +32.5% |
| YTD | +40.9% | +51.1% | -10.2% | +34.0% |
| 1Y | +47.7% | +45.1% | +2.5% | +41.0% |
| 3Y | +34.8% | +39.4% | -4.7% | +28.3% |
| 5Y | +22.6% | +105.6% | -82.9% | +9.2% |
| 10Y | +266.4% | +133.5% | +133.0% | +186.7% |
| All | +266.4% | +131.8% | +134.6% | +186.7% |
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