-25.3%
SLB vs KDP
+1,294.8%
-1,320.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -7.1% | +2.2% | -9.3% | -8.1% |
| 30D | +4.1% | +19.9% | -15.9% | -3.6% |
| 3M | -2.6% | +21.5% | -24.1% | -10.6% |
| 6M | -8.6% | +30.1% | -38.7% | -18.9% |
| YTD | +32.2% | +34.9% | -2.7% | +15.3% |
| 1Y | +40.7% | +43.4% | -2.7% | +19.6% |
| 3Y | -4.5% | +29.1% | -33.6% | -17.3% |
| 5Y | +66.4% | +15.0% | +51.4% | +49.2% |
| 10Y | -15.1% | +234.1% | -249.2% | -55.1% |
| All | -25.3% | +1,294.8% | -1,320.1% | -82.7% |
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