+33.4%
XLB vs KWEB
-45.1%
+78.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.0% |
| 7D | -3.5% | -4.3% | +0.8% | -2.9% |
| 30D | -4.7% | -13.0% | +8.3% | -2.6% |
| 3M | +2.7% | -7.6% | +10.3% | +3.8% |
| 6M | +2.6% | -21.1% | +23.7% | +6.1% |
| YTD | +12.8% | -28.2% | +41.1% | +18.3% |
| 1Y | +14.0% | -34.9% | +48.8% | +21.1% |
| 3Y | +31.5% | -0.8% | +32.2% | +29.8% |
| 5Y | +33.4% | -43.6% | +77.0% | +37.7% |
| All | +33.4% | -45.1% | +78.5% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling