+16.1%
KRE vs XOP
+53.5%
-37.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.8% | +2.6% | -4.4% | -1.8% |
| 30D | -4.5% | +9.6% | -14.1% | -4.4% |
| 3M | +2.7% | +20.4% | -17.6% | +2.9% |
| 6M | +16.9% | +19.9% | -3.0% | +15.0% |
| YTD | +15.4% | +56.4% | -41.0% | +4.3% |
| 1Y | +16.1% | +52.4% | -36.4% | +5.5% |
| All | +16.1% | +53.5% | -37.4% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling