-22.5%
KWEB vs XHB
+215.4%
-237.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.1% |
| 7D | -5.6% | -4.6% | -0.9% | -3.3% |
| 30D | -10.7% | -9.1% | -1.5% | -6.4% |
| 3M | -7.4% | -8.6% | +1.1% | -4.0% |
| 6M | -19.3% | -4.0% | -15.3% | -18.8% |
| YTD | -27.8% | -3.9% | -23.8% | -27.6% |
| 1Y | -35.9% | -16.5% | -19.5% | -31.3% |
| 3Y | -1.9% | +22.6% | -24.5% | -17.3% |
| 5Y | -43.2% | +33.9% | -77.1% | -55.2% |
| All | -22.5% | +215.4% | -237.9% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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