+257.2%
XOM vs KEYS
+87.1%
+170.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.1% |
| 7D | +4.1% | +3.5% | +0.6% | +3.7% |
| 30D | +4.6% | -4.5% | +9.1% | +5.0% |
| 3M | +14.0% | -0.4% | +14.4% | +13.6% |
| 6M | +11.0% | +19.1% | -8.2% | +7.7% |
| YTD | +40.7% | +66.7% | -26.0% | +29.0% |
| 1Y | +52.3% | +96.5% | -44.2% | +35.4% |
| 3Y | +60.5% | +155.2% | -94.7% | +33.6% |
| All | +257.2% | +87.1% | +170.1% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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