+254.2%
XOM vs KDP
+6.3%
+247.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -2.4% | +2.1% | -4.4% | -2.6% |
| 30D | +5.7% | +8.5% | -2.8% | +4.4% |
| 3M | +6.6% | +6.6% | -0.1% | +5.3% |
| 6M | +7.7% | +17.1% | -9.4% | +4.7% |
| YTD | +36.2% | +19.0% | +17.1% | +31.9% |
| 1Y | +50.5% | +21.8% | +28.7% | +44.9% |
| 3Y | +53.4% | +6.4% | +46.9% | +50.1% |
| 5Y | +254.2% | +5.1% | +249.0% | +242.8% |
| All | +254.2% | +6.3% | +247.9% | +242.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling