+42.9%
XOP vs KGC
-20.2%
+63.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.0% |
| 7D | +6.3% | -6.7% | +13.0% | +5.5% |
| 30D | -6.6% | -6.7% | +0.1% | -6.9% |
| 3M | +3.6% | -22.6% | +26.1% | +1.4% |
| 6M | +10.8% | -33.4% | +44.2% | +7.9% |
| YTD | +48.3% | -26.0% | +74.2% | +39.8% |
| 1Y | +42.9% | -18.3% | +61.2% | +30.8% |
| All | +42.9% | -20.2% | +63.1% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling