+254.2%
XOM vs KEY
+39.4%
+214.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | -2.4% | +2.7% | -5.1% | -2.9% |
| 30D | +5.7% | -3.2% | +8.9% | +6.3% |
| 3M | +6.6% | +1.0% | +5.6% | +6.1% |
| 6M | +7.7% | +11.9% | -4.2% | +4.7% |
| YTD | +36.2% | +8.7% | +27.5% | +32.9% |
| 1Y | +50.5% | +18.5% | +32.0% | +43.9% |
| 3Y | +53.4% | +124.0% | -70.6% | +25.3% |
| 5Y | +254.2% | +40.8% | +213.4% | +166.2% |
| All | +254.2% | +39.4% | +214.8% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling