+21.3%
KWEB vs XOP
-3.2%
+24.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -3.6% | +1.0% | -4.5% | -3.8% |
| 30D | -14.9% | +10.8% | -25.7% | -17.2% |
| 3M | -5.4% | +19.5% | -24.9% | -9.9% |
| 6M | -18.9% | +21.6% | -40.4% | -23.7% |
| YTD | -27.2% | +55.8% | -83.1% | -36.1% |
| 1Y | -34.2% | +54.6% | -88.9% | -42.2% |
| 3Y | +0.6% | +36.6% | -36.0% | -9.9% |
| 5Y | -43.5% | +160.6% | -204.1% | -57.8% |
| 10Y | -20.6% | +56.2% | -76.8% | -36.7% |
| All | +21.3% | -3.2% | +24.4% | +9.4% |
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 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