+149.6%
KRE vs OXY
+130.4%
+19.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.6% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -3.4% | +4.5% | -7.9% | -5.1% |
| 3M | +3.7% | +8.9% | -5.2% | -0.4% |
| 6M | +14.8% | +12.5% | +2.3% | +7.2% |
| YTD | +14.7% | +50.5% | -35.8% | -4.9% |
| 1Y | +16.0% | +38.6% | -22.6% | -1.2% |
| 3Y | +84.3% | -1.2% | +85.5% | +75.2% |
| 5Y | +30.9% | +161.6% | -130.8% | -22.9% |
| 10Y | +122.0% | +5.3% | +116.7% | +48.3% |
| All | +149.6% | +130.4% | +19.2% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling