+24.1%
KWEB vs XRT
+149.5%
-125.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.5% | -1.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | -11.5% | -5.6% | -5.9% | -8.5% |
| 3M | -2.9% | +2.5% | -5.5% | -4.5% |
| 6M | -14.6% | +3.7% | -18.3% | -16.8% |
| YTD | -25.5% | +1.0% | -26.5% | -26.4% |
| 1Y | -31.1% | -1.2% | -29.9% | -31.2% |
| 3Y | +3.0% | +43.4% | -40.4% | -19.5% |
| 5Y | -42.6% | -0.7% | -41.9% | -45.2% |
| 10Y | -21.1% | +123.7% | -144.8% | -57.0% |
| All | +24.1% | +149.5% | -125.4% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XRT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling