+17.9%
KDP vs EOG
+94.4%
-76.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.8% |
| 7D | +0.3% | -6.0% | +6.3% | +0.6% |
| 30D | +16.3% | +0.9% | +15.5% | +16.2% |
| 3M | +24.0% | +10.9% | +13.1% | +23.1% |
| 6M | +30.0% | +15.8% | +14.2% | +28.5% |
| YTD | +36.1% | +45.8% | -9.8% | +32.2% |
| 1Y | +46.8% | +45.3% | +1.5% | +42.7% |
| 3Y | +30.5% | +36.2% | -5.7% | +26.7% |
| 5Y | +17.9% | +94.0% | -76.1% | +7.9% |
| All | +17.9% | +94.4% | -76.5% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling