+247.3%
XOM vs KDP
+1,132.0%
-884.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.4% |
| 30D | +5.9% | +6.0% | -0.1% | +3.8% |
| 3M | +5.6% | +9.2% | -3.6% | +2.3% |
| 6M | +7.9% | +14.7% | -6.8% | +2.6% |
| YTD | +35.2% | +19.2% | +16.0% | +26.9% |
| 1Y | +46.0% | +15.2% | +30.8% | +37.9% |
| 3Y | +55.0% | +6.0% | +49.1% | +48.0% |
| 5Y | +246.3% | +5.4% | +240.9% | +227.7% |
| 10Y | +181.0% | +171.9% | +9.1% | +84.4% |
| All | +247.3% | +1,132.0% | -884.7% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling