+42.6%
XOP vs KEY
+121.9%
-79.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -1.3% |
| 7D | -10.0% | -0.4% | -9.7% | -9.9% |
| 30D | -9.1% | +7.2% | -16.3% | -12.7% |
| 3M | +5.1% | -4.9% | +10.0% | +7.4% |
| 6M | +6.4% | +1.1% | +5.3% | +4.4% |
| YTD | +39.7% | +6.8% | +32.9% | +31.5% |
| 1Y | +37.2% | +23.3% | +13.9% | +18.8% |
| 3Y | +37.6% | +126.1% | -88.4% | -20.0% |
| 5Y | +76.5% | +15.2% | +61.3% | +40.2% |
| 10Y | +42.6% | +113.6% | -71.0% | -25.1% |
| All | +42.6% | +121.9% | -79.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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