+159.2%
XOP vs KGC
+452.7%
-293.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | +0.6% | +2.4% | -1.8% | +0.3% |
| 30D | +16.5% | +9.2% | +7.3% | +15.1% |
| 3M | +15.7% | +16.7% | -1.0% | +13.0% |
| 6M | +19.2% | -7.0% | +26.2% | +19.2% |
| YTD | +55.0% | +7.5% | +47.5% | +49.6% |
| 1Y | +54.2% | +34.4% | +19.8% | +41.6% |
| 3Y | +35.9% | +552.0% | -516.1% | -16.3% |
| All | +159.2% | +452.7% | -293.5% | +61.5% |
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