+86.6%
XOP vs KGC
+265.7%
-179.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.8% | +6.6% | +1.4% |
| 7D | -8.4% | +8.0% | -16.4% | -9.2% |
| 30D | -8.4% | -9.3% | +1.0% | -7.6% |
| 3M | +0.2% | -21.3% | +21.5% | +2.2% |
| 6M | +7.2% | -31.5% | +38.7% | +11.0% |
| YTD | +40.8% | -23.2% | +64.1% | +40.5% |
| 1Y | +36.3% | -15.0% | +51.3% | +33.1% |
| 3Y | +37.2% | +328.7% | -291.5% | -11.2% |
| 5Y | +86.6% | +262.9% | -176.3% | +21.9% |
| All | +86.6% | +265.7% | -179.1% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling