+83.8%
KRE vs XOP
+53.9%
+30.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +0.7% | +6.3% | -5.6% | -2.0% |
| 30D | +6.1% | -6.6% | +12.7% | +8.9% |
| 3M | -5.9% | +3.6% | -9.5% | -8.1% |
| 6M | +9.6% | +10.8% | -1.2% | +2.8% |
| YTD | +14.2% | +48.3% | -34.1% | -8.0% |
| 1Y | +22.5% | +42.9% | -20.4% | +0.2% |
| 3Y | +90.4% | +43.3% | +47.1% | +53.4% |
| 5Y | +11.9% | +94.0% | -82.1% | -25.9% |
| All | +83.8% | +53.9% | +30.0% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling