+263.1%
XOM vs KDP
+1,356.4%
-1,093.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | -1.5% | +4.0% | -5.5% | -2.6% |
| 30D | -3.2% | +16.8% | -20.0% | -7.8% |
| 3M | +5.0% | +32.0% | -27.0% | -3.9% |
| 6M | +12.9% | +35.2% | -22.3% | +2.1% |
| YTD | +41.3% | +40.9% | +0.4% | +25.7% |
| 1Y | +43.2% | +47.7% | -4.4% | +25.5% |
| 3Y | +77.3% | +34.8% | +42.5% | +56.8% |
| 5Y | +204.8% | +22.6% | +182.2% | +175.2% |
| 10Y | +197.1% | +266.4% | -69.3% | +76.0% |
| All | +263.1% | +1,356.4% | -1,093.3% | +19.1% |
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 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