+17.3%
OXY vs KDP
+247.6%
-230.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | +4.2% | -0.8% | +5.0% | +4.3% |
| 30D | -4.3% | +9.7% | -14.1% | -7.3% |
| 3M | +2.3% | +17.6% | -15.3% | -3.0% |
| 6M | +5.5% | +25.8% | -20.2% | -2.5% |
| YTD | +44.9% | +33.9% | +11.0% | +30.7% |
| 1Y | +42.6% | +38.9% | +3.7% | +27.0% |
| 3Y | +0.7% | +26.8% | -26.0% | -9.7% |
| 5Y | +96.9% | +16.3% | +80.5% | +80.1% |
| All | +17.3% | +247.6% | -230.3% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling