-27.2%
KWEB vs XLRE
+9.1%
-36.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -1.0% | -1.2% | +0.2% | -0.7% |
| 30D | -8.7% | -2.8% | -5.9% | -7.9% |
| 3M | -4.0% | -0.2% | -3.8% | -4.4% |
| 6M | -13.1% | +1.9% | -15.1% | -15.0% |
| YTD | -23.5% | +10.6% | -34.1% | -26.7% |
| 1Y | -27.2% | +8.8% | -36.0% | -30.3% |
| All | -27.2% | +9.1% | -36.3% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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