+85.5%
KRE vs OXY
-1.7%
+87.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | -3.9% | +4.0% | -7.9% | -4.7% |
| 3M | +3.6% | +7.6% | -4.0% | +1.9% |
| 6M | +15.4% | +16.2% | -0.8% | +9.3% |
| YTD | +15.2% | +50.8% | -35.6% | -1.1% |
| 1Y | +16.5% | +34.7% | -18.2% | +3.9% |
| All | +85.5% | -1.7% | +87.1% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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