-1.9%
KWEB vs XME
+122.1%
-124.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.0% |
| 7D | -5.6% | -4.2% | -1.4% | -4.0% |
| 30D | -10.7% | -2.7% | -8.0% | -9.9% |
| 3M | -7.4% | -3.9% | -3.5% | -6.3% |
| 6M | -19.3% | -1.0% | -18.3% | -19.8% |
| YTD | -27.8% | +9.8% | -37.6% | -32.0% |
| 1Y | -35.9% | +32.5% | -68.5% | -45.4% |
| 3Y | -1.9% | +124.3% | -126.3% | -38.2% |
| All | -1.9% | +122.1% | -124.0% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling