+6.4%
KDP vs EOG
+21.8%
-15.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.1% | -2.0% | +4.1% | +2.1% |
| 30D | +8.5% | +7.9% | +0.6% | +8.1% |
| 3M | +6.6% | +4.5% | +2.1% | +6.4% |
| 6M | +17.1% | +12.3% | +4.8% | +16.2% |
| YTD | +19.0% | +41.9% | -22.8% | +16.2% |
| 1Y | +21.8% | +27.8% | -6.1% | +19.4% |
| 3Y | +6.4% | +21.8% | -15.4% | +2.6% |
| All | +6.4% | +21.8% | -15.4% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling