-22.5%
KWEB vs XME
+421.4%
-443.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.1% |
| 7D | -5.6% | -4.2% | -1.4% | -3.8% |
| 30D | -10.7% | -2.7% | -8.0% | -9.8% |
| 3M | -7.4% | -3.9% | -3.5% | -6.6% |
| 6M | -19.3% | -1.0% | -18.3% | -20.2% |
| YTD | -27.8% | +9.8% | -37.6% | -32.3% |
| 1Y | -35.9% | +32.5% | -68.5% | -45.5% |
| 3Y | -1.9% | +124.3% | -126.3% | -35.9% |
| 5Y | -43.2% | +165.8% | -209.0% | -65.9% |
| All | -22.5% | +421.4% | -443.9% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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