+39.9%
XOP vs KEYS
+154.3%
-114.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.6% |
| 7D | +2.6% | +3.5% | -0.9% | +1.9% |
| 30D | +9.6% | -4.5% | +14.1% | +10.4% |
| 3M | +20.4% | -0.4% | +20.8% | +19.6% |
| 6M | +19.9% | +19.1% | +0.8% | +13.0% |
| YTD | +56.4% | +66.7% | -10.3% | +30.3% |
| 1Y | +52.4% | +96.5% | -44.0% | +18.6% |
| 3Y | +39.9% | +155.2% | -115.3% | -3.7% |
| All | +39.9% | +154.3% | -114.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling