+121.9%
KRE vs XOP
+58.6%
+63.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.8% | +2.6% | -4.4% | -3.0% |
| 30D | -4.5% | +9.6% | -14.1% | -8.5% |
| 3M | +2.7% | +20.4% | -17.6% | -6.2% |
| 6M | +16.9% | +19.9% | -3.0% | +5.4% |
| YTD | +15.4% | +56.4% | -41.0% | -8.7% |
| 1Y | +16.1% | +52.4% | -36.4% | -7.3% |
| 3Y | +85.7% | +39.9% | +45.8% | +52.3% |
| 5Y | +33.3% | +163.7% | -130.5% | -23.5% |
| All | +121.9% | +58.6% | +63.3% | +18.7% |
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