+62.5%
SLB vs KDP
+14.9%
+47.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -7.1% | +2.2% | -9.3% | -7.6% |
| 30D | +4.1% | +19.9% | -15.9% | +0.2% |
| 3M | -2.6% | +21.5% | -24.1% | -6.6% |
| 6M | -8.6% | +30.1% | -38.7% | -14.0% |
| YTD | +32.2% | +34.9% | -2.7% | +23.2% |
| 1Y | +40.7% | +43.4% | -2.7% | +29.6% |
| 3Y | -4.5% | +29.1% | -33.6% | -11.0% |
| All | +62.5% | +14.9% | +47.6% | +47.1% |
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 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