+4,543.5%
XOM vs KEY
+1,006.4%
+3,537.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.0% |
| 7D | +2.7% | +1.8% | +0.9% | +2.3% |
| 30D | -2.5% | +7.1% | -9.6% | -4.1% |
| 3M | +7.0% | -5.9% | +12.9% | +8.2% |
| 6M | +14.2% | +2.2% | +12.0% | +13.1% |
| YTD | +43.9% | +6.4% | +37.5% | +40.6% |
| 1Y | +47.9% | +24.8% | +23.1% | +39.3% |
| 3Y | +80.6% | +125.2% | -44.6% | +45.5% |
| 5Y | +212.8% | +13.0% | +199.8% | +183.4% |
| 10Y | +202.6% | +98.5% | +104.1% | +134.9% |
| All | +4,543.5% | +1,006.4% | +3,537.1% | +2,488.7% |
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