+49.9%
XOP vs KGC
+567.0%
-517.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +0.5% | +0.2% | +0.2% | +0.4% |
| 30D | -7.3% | -8.8% | +1.5% | -6.7% |
| 3M | +1.4% | -21.1% | +22.5% | +2.9% |
| 6M | +7.8% | -32.3% | +40.1% | +10.5% |
| YTD | +44.5% | -23.5% | +68.0% | +45.0% |
| 1Y | +37.0% | -15.0% | +52.0% | +35.7% |
| 3Y | +40.8% | +327.5% | -286.7% | +13.6% |
| 5Y | +88.7% | +244.3% | -155.6% | +50.8% |
| 10Y | +49.9% | +634.8% | -584.9% | +18.1% |
| All | +49.9% | +567.0% | -517.2% | +18.1% |
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