+75.5%
XOM vs KDP
+34.8%
+40.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.3% |
| 7D | -1.5% | +4.0% | -5.5% | -1.7% |
| 30D | -3.2% | +16.8% | -20.0% | -4.2% |
| 3M | +5.0% | +32.0% | -27.0% | +2.8% |
| 6M | +12.9% | +35.2% | -22.3% | +9.9% |
| YTD | +41.3% | +40.9% | +0.4% | +36.8% |
| 1Y | +43.2% | +47.7% | -4.4% | +38.0% |
| All | +75.5% | +34.8% | +40.6% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling