-25.8%
SLB vs KDP
+1,304.6%
-1,330.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -7.7% | +4.5% | -12.3% | -9.6% |
| 30D | -0.7% | +18.5% | -19.2% | -7.6% |
| 3M | 0.0% | +20.8% | -20.9% | -8.0% |
| 6M | -10.4% | +29.4% | -39.8% | -20.3% |
| YTD | +31.5% | +35.9% | -4.4% | +14.4% |
| 1Y | +39.1% | +42.5% | -3.3% | +18.7% |
| 3Y | -5.7% | +29.4% | -35.1% | -18.4% |
| 5Y | +65.4% | +15.8% | +49.6% | +47.9% |
| 10Y | -15.6% | +236.5% | -252.0% | -55.4% |
| All | -25.8% | +1,304.6% | -1,330.4% | -82.9% |
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