+20.4%
KWEB vs XEL
+281.8%
-261.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -10.7% | -3.9% | -6.7% | -10.4% |
| 3M | -7.4% | -2.8% | -4.6% | -7.3% |
| 6M | -19.3% | -5.4% | -13.9% | -19.1% |
| YTD | -27.8% | +3.8% | -31.5% | -28.1% |
| 1Y | -35.9% | +6.8% | -42.8% | -36.4% |
| 3Y | -1.9% | +45.6% | -47.5% | -5.2% |
| 5Y | -43.2% | +30.7% | -73.9% | -44.9% |
| 10Y | -21.2% | +151.7% | -172.9% | -28.1% |
| All | +20.4% | +281.8% | -261.4% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling