+69.7%
XLC vs KWEB
-2.9%
+72.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -1.7% | -4.3% | +2.6% | -0.9% |
| 30D | +0.2% | -13.0% | +13.2% | +2.5% |
| 3M | +0.7% | -7.6% | +8.3% | +1.9% |
| 6M | -4.5% | -21.1% | +16.7% | -0.9% |
| YTD | -4.7% | -28.2% | +23.5% | +0.2% |
| 1Y | -1.5% | -34.9% | +33.4% | +5.1% |
| All | +69.7% | -2.9% | +72.6% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling