+219.2%
CVX vs KWEB
-19.7%
+238.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | +2.6% | -5.6% | +8.2% | +3.5% |
| 30D | +9.8% | -10.7% | +20.5% | +11.6% |
| 3M | +16.2% | -7.4% | +23.6% | +17.3% |
| 6M | +13.6% | -19.3% | +32.9% | +16.7% |
| YTD | +44.4% | -27.8% | +72.1% | +50.7% |
| 1Y | +40.6% | -35.9% | +76.5% | +49.4% |
| 3Y | +48.2% | -1.9% | +50.1% | +44.7% |
| 5Y | +172.3% | -43.2% | +215.5% | +190.3% |
| All | +219.2% | -19.7% | +238.9% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling