+3.8%
XOP vs KEYS
+1,067.2%
-1,063.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.9% |
| 7D | +1.6% | +0.9% | +0.7% | +1.2% |
| 30D | +9.6% | -5.3% | +14.8% | +11.6% |
| 3M | +16.9% | +0.5% | +16.4% | +14.7% |
| 6M | +24.0% | +14.0% | +10.0% | +13.7% |
| YTD | +56.2% | +60.3% | -4.1% | +20.1% |
| 1Y | +51.8% | +91.3% | -39.5% | +6.4% |
| 3Y | +37.0% | +146.1% | -109.2% | -17.7% |
| 5Y | +163.4% | +80.8% | +82.6% | +78.0% |
| 10Y | +56.6% | +1,002.8% | -946.2% | -57.9% |
| All | +3.8% | +1,067.2% | -1,063.4% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling