+37.7%
KR vs XOP
+36.3%
+1.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | +2.6% | -2.8% | -0.3% |
| 30D | +5.1% | +9.6% | -4.5% | +4.5% |
| 3M | -8.2% | +20.4% | -28.5% | -9.2% |
| 6M | -18.0% | +19.9% | -37.9% | -18.7% |
| YTD | -4.8% | +56.4% | -61.2% | -6.0% |
| 1Y | -11.0% | +52.4% | -63.5% | -12.2% |
| 3Y | +37.7% | +39.9% | -2.2% | +37.0% |
| All | +37.7% | +36.3% | +1.4% | +37.0% |
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