+152.5%
KRE vs XOP
+86.0%
+66.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.0% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | -2.5% | +16.5% | -19.0% | -9.3% |
| 3M | +6.2% | +15.7% | -9.5% | -1.4% |
| 6M | +15.8% | +19.2% | -3.4% | +4.6% |
| YTD | +16.0% | +55.0% | -39.0% | -7.7% |
| 1Y | +16.2% | +54.2% | -38.0% | -7.7% |
| 3Y | +86.4% | +35.9% | +50.5% | +55.0% |
| 5Y | +33.0% | +162.4% | -129.5% | -22.9% |
| 10Y | +123.0% | +50.2% | +72.8% | +42.8% |
| All | +152.5% | +86.0% | +66.5% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling