+141.4%
XLC vs KWEB
-50.8%
+192.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | +0.2% | -11.5% | +11.8% | +3.1% |
| 3M | +0.6% | -2.9% | +3.6% | +1.2% |
| 6M | -4.5% | -14.6% | +10.1% | -1.3% |
| YTD | -4.7% | -25.5% | +20.8% | +1.5% |
| 1Y | -1.7% | -31.1% | +29.4% | +6.4% |
| 3Y | +72.3% | +3.0% | +69.3% | +64.6% |
| 5Y | +37.8% | -42.6% | +80.4% | +48.8% |
| All | +141.4% | -50.8% | +192.2% | +138.2% |
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 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