+4,224.1%
KO vs XOM
+4,430.4%
-206.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.1% | +1.9% | -3.0% | -1.7% |
| 30D | +1.6% | +4.1% | -2.5% | +0.2% |
| 3M | +5.8% | +10.4% | -4.7% | +2.2% |
| 6M | +14.3% | +13.0% | +1.3% | +9.1% |
| YTD | +27.3% | +40.1% | -12.7% | +13.3% |
| 1Y | +33.2% | +51.1% | -18.0% | +15.5% |
| 3Y | +64.5% | +57.7% | +6.7% | +38.3% |
| 5Y | +83.1% | +264.7% | -181.6% | +11.4% |
| 10Y | +183.9% | +193.1% | -9.2% | +75.4% |
| All | +4,224.1% | +4,430.4% | -206.3% | +649.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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