+37.2%
XOP vs KGC
+315.9%
-278.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.8% | +6.6% | +0.8% |
| 7D | -8.4% | +8.0% | -16.4% | -8.4% |
| 30D | -8.4% | -9.3% | +1.0% | -8.2% |
| 3M | +0.2% | -21.3% | +21.5% | +0.4% |
| 6M | +7.2% | -31.5% | +38.7% | +8.3% |
| YTD | +40.8% | -23.2% | +64.1% | +39.3% |
| 1Y | +36.3% | -15.0% | +51.3% | +33.2% |
| 3Y | +37.2% | +328.7% | -291.5% | +5.1% |
| All | +37.2% | +315.9% | -278.7% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling