+18.6%
OXY vs KDP
+1,132.0%
-1,113.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +1.6% | +1.3% | +0.3% | +1.0% |
| 30D | +11.6% | +6.0% | +5.6% | +8.6% |
| 3M | +2.8% | +9.2% | -6.4% | -1.8% |
| 6M | +13.0% | +14.7% | -1.6% | +5.2% |
| YTD | +47.4% | +19.2% | +28.2% | +34.7% |
| 1Y | +31.5% | +15.2% | +16.3% | +21.2% |
| 3Y | -1.9% | +6.0% | -7.9% | -8.8% |
| 5Y | +148.0% | +5.4% | +142.5% | +127.8% |
| 10Y | +2.3% | +171.9% | -169.6% | -41.8% |
| All | +18.6% | +1,132.0% | -1,113.4% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling