+189.8%
XOM vs KEY
+171.1%
+18.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | 0.0% | -0.3% | +0.4% | +0.1% |
| 30D | +3.4% | -3.3% | +6.7% | +4.5% |
| 3M | +11.0% | -0.7% | +11.7% | +10.9% |
| 6M | +10.6% | +12.5% | -1.9% | +5.1% |
| YTD | +39.2% | +8.4% | +30.8% | +33.6% |
| 1Y | +52.7% | +18.4% | +34.3% | +41.5% |
| 3Y | +56.8% | +123.3% | -66.6% | +9.5% |
| 5Y | +261.8% | +38.8% | +223.0% | +183.4% |
| All | +189.8% | +171.1% | +18.7% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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