+53.4%
XOM vs KDP
+6.5%
+46.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -2.4% | +2.1% | -4.4% | -2.5% |
| 30D | +5.7% | +8.5% | -2.8% | +4.9% |
| 3M | +6.6% | +6.6% | -0.1% | +5.8% |
| 6M | +7.7% | +17.1% | -9.4% | +5.7% |
| YTD | +36.2% | +19.0% | +17.1% | +33.4% |
| 1Y | +50.5% | +21.8% | +28.7% | +46.9% |
| 3Y | +53.4% | +6.4% | +46.9% | +49.1% |
| All | +53.4% | +6.5% | +46.9% | +49.1% |
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