+67.0%
XOP vs KEY
+16.9%
+50.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -14.7% | -1.3% | -13.4% | -14.4% |
| 30D | -7.7% | +5.1% | -12.8% | -9.6% |
| 3M | +4.4% | -7.1% | +11.5% | +7.0% |
| 6M | +3.5% | -4.4% | +7.9% | +4.5% |
| YTD | +39.4% | +4.0% | +35.4% | +35.3% |
| 1Y | +39.8% | +23.4% | +16.4% | +26.9% |
| 3Y | +29.7% | +113.9% | -84.3% | -6.6% |
| 5Y | +78.6% | +12.3% | +66.3% | +55.1% |
| 10Y | +51.8% | +125.5% | -73.6% | +4.2% |
| All | +67.0% | +16.9% | +50.1% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling