+44.0%
XOP vs KEY
+109.2%
-65.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -8.4% | +0.5% | -8.9% | -8.7% |
| 30D | -8.4% | +6.9% | -15.2% | -11.9% |
| 3M | +0.2% | -5.0% | +5.2% | +2.5% |
| 6M | +7.2% | +0.7% | +6.5% | +5.4% |
| YTD | +40.8% | +6.5% | +34.4% | +32.7% |
| 1Y | +36.3% | +22.6% | +13.7% | +18.3% |
| 3Y | +37.2% | +125.3% | -88.2% | -20.2% |
| 5Y | +86.6% | +13.9% | +72.7% | +49.4% |
| 10Y | +44.0% | +105.3% | -61.3% | -24.7% |
| All | +44.0% | +109.2% | -65.2% | -24.7% |
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