-22.5%
KWEB vs XRT
+128.2%
-150.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.1% |
| 7D | -5.6% | -3.2% | -2.4% | -3.9% |
| 30D | -10.7% | -4.5% | -6.2% | -8.4% |
| 3M | -7.4% | -3.1% | -4.3% | -6.0% |
| 6M | -19.3% | +4.2% | -23.6% | -21.4% |
| YTD | -27.8% | -0.1% | -27.7% | -28.1% |
| 1Y | -35.9% | -3.0% | -32.9% | -35.3% |
| 3Y | -1.9% | +41.8% | -43.7% | -21.7% |
| 5Y | -43.2% | -1.3% | -41.9% | -45.8% |
| All | -22.5% | +128.2% | -150.7% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling