+19.6%
KWEB vs XME
+281.3%
-261.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | +0.2% |
| 7D | -4.3% | -3.0% | -1.3% | -3.1% |
| 30D | -13.0% | -2.6% | -10.4% | -12.2% |
| 3M | -7.6% | +2.2% | -9.7% | -9.3% |
| 6M | -21.1% | +0.7% | -21.8% | -22.5% |
| YTD | -28.2% | +10.9% | -39.1% | -32.7% |
| 1Y | -34.9% | +35.7% | -70.6% | -44.6% |
| 3Y | -0.8% | +127.1% | -127.9% | -33.7% |
| 5Y | -43.6% | +168.5% | -212.0% | -65.2% |
| 10Y | -21.7% | +416.9% | -438.6% | -65.0% |
| All | +19.6% | +281.3% | -261.7% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling