+46.2%
SLB vs KDP
+41.3%
+4.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -2.0% |
| 7D | -4.1% | +5.3% | -9.4% | -5.0% |
| 30D | +2.5% | +19.1% | -16.6% | -1.4% |
| 3M | +2.0% | +19.2% | -17.2% | -1.8% |
| 6M | -6.3% | +29.3% | -35.6% | -13.8% |
| YTD | +36.5% | +35.5% | +1.0% | +23.3% |
| 1Y | +46.2% | +43.5% | +2.8% | +29.6% |
| All | +46.2% | +41.3% | +4.9% | +29.6% |
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