+267.2%
KLAC vs XOP
+36.1%
+231.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -3.2% |
| 7D | +2.5% | +1.6% | +0.8% | +1.9% |
| 30D | -11.5% | +9.6% | -21.1% | -14.1% |
| 3M | -16.9% | +16.9% | -33.9% | -21.3% |
| 6M | +22.2% | +24.0% | -1.8% | +10.3% |
| YTD | +46.4% | +56.2% | -9.8% | +16.4% |
| 1Y | +91.0% | +51.8% | +39.2% | +53.4% |
| All | +267.2% | +36.1% | +231.1% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 3y: compounded portfolio wealth divided by compounded XOP 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…
3y analysis · Full analysis span regression · 6 months rolling