+82.5%
XOP vs KGC
+263.9%
-181.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.4% |
| 7D | +2.6% | -1.3% | +3.8% | +2.7% |
| 30D | +15.4% | +20.3% | -4.8% | +10.8% |
| 3M | +12.1% | +8.1% | +4.0% | +9.1% |
| 6M | +19.7% | -8.8% | +28.4% | +19.1% |
| YTD | +52.4% | +10.1% | +42.3% | +44.3% |
| 1Y | +47.6% | +44.2% | +3.3% | +30.5% |
| 3Y | +34.4% | +533.0% | -498.7% | -17.5% |
| 5Y | +154.4% | +443.0% | -288.6% | +56.6% |
| 10Y | +54.7% | +678.6% | -623.9% | -24.7% |
| All | +82.5% | +263.9% | -181.4% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling