+56.2%
XOP vs KGC
+678.3%
-622.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.0% | -0.1% | +1.1% | +0.9% |
| 30D | +10.8% | +10.5% | +0.4% | +9.7% |
| 3M | +19.5% | +19.8% | -0.3% | +17.0% |
| 6M | +21.6% | -6.7% | +28.3% | +21.3% |
| YTD | +55.8% | +7.8% | +48.1% | +52.3% |
| 1Y | +54.6% | +35.7% | +19.0% | +46.6% |
| 3Y | +36.6% | +553.7% | -517.1% | +5.8% |
| 5Y | +160.6% | +461.7% | -301.0% | +100.5% |
| 10Y | +56.2% | +710.2% | -653.9% | +19.9% |
| All | +56.2% | +678.3% | -622.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling