+48.9%
XOP vs KRMN
+17.4%
+31.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.3% | +11.8% | +1.0% |
| 7D | +1.0% | -12.9% | +13.8% | +1.5% |
| 30D | +10.8% | -43.3% | +54.2% | +13.6% |
| 3M | +19.5% | -27.2% | +46.6% | +20.6% |
| 6M | +21.6% | -66.8% | +88.4% | +30.3% |
| YTD | +55.8% | -51.9% | +107.7% | +56.6% |
| 1Y | +54.6% | -43.7% | +98.3% | +49.8% |
| All | +48.9% | +17.4% | +31.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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