-33.9%
KWEB vs XEL
+1.7%
-35.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +4.5% |
| 7D | +5.8% | +4.3% | +1.5% | +6.0% |
| 30D | -1.0% | +12.6% | -13.6% | -0.5% |
| 3M | -15.8% | +4.4% | -20.2% | -15.6% |
| 6M | -14.9% | +0.7% | -15.7% | -14.8% |
| YTD | -28.6% | +11.5% | -40.1% | -28.2% |
| 1Y | -33.9% | +1.7% | -35.7% | -34.1% |
| All | -33.9% | +1.7% | -35.7% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling