+193.5%
CVX vs KWEB
+22.0%
+171.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.3% |
| 7D | +1.0% | -3.6% | +4.5% | +1.5% |
| 30D | +10.7% | -14.9% | +25.6% | +13.5% |
| 3M | +15.5% | -5.4% | +20.9% | +16.3% |
| 6M | +14.9% | -18.9% | +33.8% | +18.2% |
| YTD | +44.2% | -27.2% | +71.4% | +50.9% |
| 1Y | +43.5% | -34.2% | +77.7% | +52.5% |
| 3Y | +45.0% | +0.6% | +44.3% | +40.5% |
| 5Y | +172.2% | -43.5% | +215.6% | +186.4% |
| 10Y | +221.9% | -20.6% | +242.5% | +185.6% |
| All | +193.5% | +22.0% | +171.5% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling