-22.5%
KWEB vs XYL
+150.5%
-173.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -5.6% | +1.2% | -6.8% | -6.1% |
| 30D | -10.7% | -11.9% | +1.3% | -6.0% |
| 3M | -7.4% | -1.5% | -5.9% | -7.4% |
| 6M | -19.3% | -11.9% | -7.4% | -15.7% |
| YTD | -27.8% | -20.6% | -7.2% | -21.5% |
| 1Y | -35.9% | -23.5% | -12.4% | -29.3% |
| 3Y | -1.9% | +14.9% | -16.8% | -10.5% |
| 5Y | -43.2% | -15.3% | -27.9% | -43.0% |
| All | -22.5% | +150.5% | -173.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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