-42.1%
KWEB vs XHB
+33.0%
-75.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.2% |
| 7D | -5.6% | -4.6% | -0.9% | -3.3% |
| 30D | -10.7% | -9.1% | -1.5% | -6.3% |
| 3M | -7.4% | -8.6% | +1.1% | -4.0% |
| 6M | -19.3% | -4.0% | -15.3% | -18.9% |
| YTD | -27.8% | -3.9% | -23.8% | -27.8% |
| 1Y | -35.9% | -16.5% | -19.5% | -31.0% |
| 3Y | -1.9% | +22.6% | -24.5% | -21.4% |
| All | -42.1% | +33.0% | -75.1% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling