+231.5%
XOM vs KEEL
+294.5%
-63.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.4% |
| 7D | +4.1% | +2.9% | +1.2% | +4.0% |
| 30D | +4.6% | +0.8% | +3.7% | +4.5% |
| 3M | +14.0% | -35.3% | +49.3% | +14.5% |
| 6M | +11.0% | +59.4% | -48.4% | +9.2% |
| YTD | +40.7% | +51.9% | -11.2% | +38.3% |
| 1Y | +52.3% | +75.0% | -22.7% | +48.4% |
| 3Y | +60.5% | +224.5% | -164.1% | +50.9% |
| 5Y | +266.4% | -35.9% | +302.3% | +245.7% |
| All | +231.5% | +294.5% | -63.0% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling