-42.1%
KWEB vs XLRE
+8.4%
-50.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -5.6% | -1.2% | -4.4% | -4.9% |
| 30D | -10.7% | -2.4% | -8.3% | -9.4% |
| 3M | -7.4% | -2.5% | -4.9% | -6.3% |
| 6M | -19.3% | +4.0% | -23.3% | -21.5% |
| YTD | -27.8% | +9.3% | -37.0% | -31.9% |
| 1Y | -35.9% | +5.6% | -41.5% | -38.4% |
| 3Y | -1.9% | +31.3% | -33.2% | -19.6% |
| All | -42.1% | +8.4% | -50.5% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling