+52.0%
KR vs XOP
+158.8%
-106.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | +2.6% | -2.8% | -0.4% |
| 30D | +5.1% | +9.6% | -4.5% | +4.0% |
| 3M | -8.2% | +20.4% | -28.5% | -10.0% |
| 6M | -18.0% | +19.9% | -37.9% | -19.6% |
| YTD | -4.8% | +56.4% | -61.2% | -9.0% |
| 1Y | -11.0% | +52.4% | -63.5% | -14.8% |
| 3Y | +37.7% | +39.9% | -2.2% | +32.2% |
| All | +52.0% | +158.8% | -106.8% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling