+227.0%
XLB vs KWEB
+22.0%
+205.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -2.9% | -3.6% | +0.6% | -2.2% |
| 30D | -3.4% | -14.9% | +11.5% | 0.0% |
| 3M | +1.6% | -5.4% | +7.0% | +2.6% |
| 6M | +3.6% | -18.9% | +22.5% | +8.0% |
| YTD | +14.2% | -27.2% | +41.5% | +21.7% |
| 1Y | +15.6% | -34.2% | +49.8% | +25.7% |
| 3Y | +33.1% | +0.6% | +32.5% | +29.0% |
| 5Y | +35.0% | -43.5% | +78.5% | +43.0% |
| 10Y | +164.5% | -20.6% | +185.1% | +131.8% |
| All | +227.0% | +22.0% | +205.0% | +146.7% |
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 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