+4,405.4%
XOM vs KEY
+1,010.6%
+3,394.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.3% |
| 7D | -8.3% | -0.4% | -7.9% | -8.3% |
| 30D | -2.5% | +7.2% | -9.7% | -4.1% |
| 3M | +8.3% | -4.9% | +13.2% | +9.3% |
| 6M | +15.5% | +1.1% | +14.4% | +14.6% |
| YTD | +39.6% | +6.8% | +32.8% | +36.3% |
| 1Y | +44.6% | +23.3% | +21.3% | +36.5% |
| 3Y | +76.6% | +126.1% | -49.5% | +42.1% |
| 5Y | +195.8% | +15.2% | +180.6% | +166.8% |
| 10Y | +191.6% | +113.6% | +78.0% | +123.2% |
| All | +4,405.4% | +1,010.6% | +3,394.8% | +2,409.7% |
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