+143.7%
XLC vs KWEB
-52.3%
+196.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +0.5% | -5.6% | +6.1% | +1.8% |
| 30D | +2.1% | -10.7% | +12.8% | +4.8% |
| 3M | +0.7% | -7.4% | +8.1% | +2.4% |
| 6M | -3.2% | -19.3% | +16.1% | +1.4% |
| YTD | -3.8% | -27.8% | +24.0% | +3.2% |
| 1Y | -2.0% | -35.9% | +33.9% | +7.8% |
| 3Y | +71.4% | -1.9% | +73.3% | +65.6% |
| 5Y | +40.7% | -43.2% | +83.9% | +52.0% |
| All | +143.7% | -52.3% | +196.0% | +142.2% |
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