+1.1%
SLB vs KDP
+32.8%
-31.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.2% |
| 7D | -4.3% | +8.2% | -12.5% | -5.5% |
| 30D | +1.9% | +18.4% | -16.4% | -1.2% |
| 3M | -5.7% | +29.2% | -34.9% | -10.1% |
| 6M | -5.3% | +32.3% | -37.6% | -10.8% |
| YTD | +32.2% | +38.5% | -6.3% | +23.3% |
| 1Y | +38.5% | +48.5% | -10.0% | +27.8% |
| 3Y | +1.1% | +32.5% | -31.3% | -7.8% |
| All | +1.1% | +32.8% | -31.6% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling