+19.6%
KWEB vs XYL
+402.8%
-383.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -4.3% | -1.2% | -3.1% | -3.9% |
| 30D | -13.0% | -13.2% | +0.2% | -7.6% |
| 3M | -7.6% | -0.2% | -7.4% | -8.1% |
| 6M | -21.1% | -12.5% | -8.6% | -17.2% |
| YTD | -28.2% | -20.9% | -7.3% | -21.5% |
| 1Y | -34.9% | -21.6% | -13.3% | -28.5% |
| 3Y | -0.8% | +16.1% | -16.9% | -10.4% |
| 5Y | -43.6% | -15.6% | -27.9% | -42.8% |
| 10Y | -21.7% | +147.7% | -169.3% | -55.3% |
| All | +19.6% | +402.8% | -383.2% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling