-1.9%
KWEB vs XPO
+151.0%
-152.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | -5.7% | +0.1% | -4.9% |
| 30D | -10.7% | -12.8% | +2.1% | -9.2% |
| 3M | -7.4% | -20.0% | +12.6% | -4.9% |
| 6M | -19.3% | -6.0% | -13.3% | -19.0% |
| YTD | -27.8% | +34.0% | -61.8% | -30.9% |
| 1Y | -35.9% | +35.6% | -71.5% | -39.0% |
| 3Y | -1.9% | +152.3% | -154.2% | -13.9% |
| All | -1.9% | +151.0% | -152.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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