-42.1%
KWEB vs XEL
+29.8%
-71.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -5.6% | -0.3% | -5.3% | -5.6% |
| 30D | -10.7% | -3.9% | -6.7% | -10.6% |
| 3M | -7.4% | -2.8% | -4.6% | -7.4% |
| 6M | -19.3% | -5.4% | -13.9% | -19.3% |
| YTD | -27.8% | +3.8% | -31.5% | -27.8% |
| 1Y | -35.9% | +6.8% | -42.8% | -36.1% |
| 3Y | -1.9% | +45.6% | -47.5% | -1.2% |
| All | -42.1% | +29.8% | -71.9% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling