+204.0%
XOM vs KDP
+238.8%
-34.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | +3.4% |
| 7D | +2.7% | -4.0% | +6.7% | +3.5% |
| 30D | -2.5% | +8.5% | -10.9% | -4.5% |
| 3M | +7.0% | +20.7% | -13.7% | +2.1% |
| 6M | +14.2% | +23.2% | -9.0% | +8.1% |
| YTD | +43.9% | +30.5% | +13.4% | +34.0% |
| 1Y | +47.9% | +35.9% | +12.0% | +36.4% |
| 3Y | +80.6% | +24.8% | +55.8% | +67.4% |
| 5Y | +212.8% | +13.4% | +199.4% | +195.1% |
| All | +204.0% | +238.8% | -34.8% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling