+4.7%
OXY vs KWEB
+20.3%
-15.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +1.4% | -4.3% | +5.7% | +2.3% |
| 30D | +4.0% | -13.0% | +17.0% | +7.3% |
| 3M | +7.6% | -7.6% | +15.2% | +9.2% |
| 6M | +16.2% | -21.1% | +37.3% | +21.5% |
| YTD | +50.8% | -28.2% | +79.0% | +61.1% |
| 1Y | +34.7% | -34.9% | +69.6% | +47.0% |
| 3Y | -1.0% | -0.8% | -0.3% | -5.0% |
| 5Y | +163.2% | -43.6% | +206.7% | +181.5% |
| 10Y | +5.5% | -21.7% | +27.2% | -3.3% |
| All | +4.7% | +20.3% | -15.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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