+56.2%
XOP vs KEY
+167.1%
-110.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +10.8% | -3.3% | +14.1% | +12.7% |
| 3M | +19.5% | -0.7% | +20.2% | +19.2% |
| 6M | +21.6% | +12.5% | +9.1% | +12.1% |
| YTD | +55.8% | +8.4% | +47.4% | +46.0% |
| 1Y | +54.6% | +18.4% | +36.2% | +37.2% |
| 3Y | +36.6% | +123.3% | -86.7% | -20.3% |
| 5Y | +160.6% | +38.8% | +121.8% | +82.8% |
| 10Y | +56.2% | +169.3% | -113.1% | -24.4% |
| All | +56.2% | +167.1% | -110.9% | -24.4% |
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