+159.8%
XLB vs KWEB
-19.7%
+179.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.8% | -5.6% | +2.7% | -1.7% |
| 30D | -3.1% | -10.7% | +7.6% | -0.9% |
| 3M | -0.2% | -7.4% | +7.3% | +1.2% |
| 6M | +3.1% | -19.3% | +22.4% | +7.3% |
| YTD | +13.3% | -27.8% | +41.0% | +20.4% |
| 1Y | +12.0% | -35.9% | +48.0% | +21.9% |
| 3Y | +31.4% | -1.9% | +33.3% | +28.4% |
| 5Y | +33.9% | -43.2% | +77.1% | +42.8% |
| All | +159.8% | -19.7% | +179.5% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling