+290.0%
XBI vs KWEB
+21.1%
+268.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.6% | -5.6% | +0.9% | -2.6% |
| 30D | -2.0% | -10.7% | +8.7% | +2.2% |
| 3M | +17.8% | -7.4% | +25.2% | +20.7% |
| 6M | +23.7% | -19.3% | +43.0% | +33.0% |
| YTD | +28.2% | -27.8% | +56.0% | +43.2% |
| 1Y | +64.0% | -35.9% | +99.9% | +91.0% |
| 3Y | +99.4% | -1.9% | +101.3% | +88.1% |
| 5Y | +19.3% | -43.2% | +62.5% | +31.0% |
| 10Y | +158.7% | -21.2% | +179.9% | +113.7% |
| All | +290.0% | +21.1% | +268.9% | +143.5% |
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