+82.5%
XOP vs KEY
+24.3%
+58.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +2.6% | +2.2% | +0.4% | +1.7% |
| 30D | +15.4% | -3.0% | +18.5% | +16.7% |
| 3M | +12.1% | +3.3% | +8.7% | +10.2% |
| 6M | +19.7% | +9.2% | +10.5% | +14.6% |
| YTD | +52.4% | +10.6% | +41.7% | +44.8% |
| 1Y | +47.6% | +20.4% | +27.2% | +35.4% |
| 3Y | +34.4% | +121.8% | -87.5% | -4.8% |
| 5Y | +154.4% | +41.1% | +113.3% | +103.3% |
| 10Y | +54.7% | +168.5% | -113.8% | +0.3% |
| All | +82.5% | +24.3% | +58.2% | +12.8% |
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