+31.5%
OXY vs KDP
+15.4%
+16.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -1.0% |
| 7D | +1.6% | +1.3% | +0.3% | +1.6% |
| 30D | +11.6% | +6.0% | +5.6% | +11.8% |
| 3M | +2.8% | +9.2% | -6.4% | +2.6% |
| 6M | +13.0% | +14.7% | -1.6% | +13.1% |
| YTD | +47.4% | +19.2% | +28.2% | +46.3% |
| 1Y | +31.5% | +15.2% | +16.3% | +33.4% |
| All | +31.5% | +15.4% | +16.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling