+40.3%
XLC vs KWEB
-42.7%
+83.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +0.5% | -5.6% | +6.1% | +1.5% |
| 30D | +2.1% | -10.7% | +12.8% | +4.2% |
| 3M | +0.7% | -7.4% | +8.1% | +2.0% |
| 6M | -3.2% | -19.3% | +16.1% | +0.3% |
| YTD | -3.8% | -27.8% | +24.0% | +1.6% |
| 1Y | -2.0% | -35.9% | +33.9% | +5.5% |
| 3Y | +71.4% | -1.9% | +73.3% | +67.5% |
| All | +40.3% | -42.7% | +83.1% | +44.9% |
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