+76.4%
SLB vs KDP
+16.7%
+59.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | +6.5% | +9.7% | -3.2% | +4.3% |
| 3M | -0.2% | +17.6% | -17.9% | -3.7% |
| 6M | -5.7% | +25.8% | -31.5% | -10.8% |
| YTD | +36.8% | +33.9% | +3.0% | +27.6% |
| 1Y | +45.8% | +38.9% | +6.9% | +35.0% |
| 3Y | +3.4% | +26.8% | -23.4% | -3.4% |
| All | +76.4% | +16.7% | +59.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling