+4,261.5%
XOM vs KEY
+1,050.5%
+3,211.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.8% | +2.2% | -0.4% | +1.2% |
| 30D | +5.9% | -3.0% | +8.9% | +6.5% |
| 3M | +5.6% | +3.3% | +2.2% | +4.6% |
| 6M | +7.9% | +9.2% | -1.3% | +5.1% |
| YTD | +35.2% | +10.6% | +24.5% | +31.1% |
| 1Y | +46.0% | +20.4% | +25.6% | +38.7% |
| 3Y | +55.0% | +121.8% | -66.8% | +25.1% |
| 5Y | +246.3% | +41.1% | +205.2% | +198.6% |
| 10Y | +181.0% | +168.5% | +12.5% | +106.0% |
| All | +4,261.5% | +1,050.5% | +3,211.0% | +2,313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling