+153.3%
XOP vs KEYS
+87.1%
+66.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.9% |
| 7D | +2.6% | +3.5% | -0.9% | +1.7% |
| 30D | +9.6% | -4.5% | +14.1% | +10.7% |
| 3M | +20.4% | -0.4% | +20.8% | +19.4% |
| 6M | +19.9% | +19.1% | +0.8% | +11.4% |
| YTD | +56.4% | +66.7% | -10.3% | +26.9% |
| 1Y | +52.4% | +96.5% | -44.0% | +15.3% |
| 3Y | +39.9% | +155.2% | -115.3% | -7.0% |
| All | +153.3% | +87.1% | +66.2% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling