+149.9%
XLE vs KWEB
+24.8%
+125.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.8% | +1.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | +12.6% | -11.5% | +24.2% | +15.2% |
| 3M | +11.8% | -2.9% | +14.8% | +12.2% |
| 6M | +16.1% | -14.6% | +30.7% | +18.9% |
| YTD | +46.9% | -25.5% | +72.4% | +54.2% |
| 1Y | +53.3% | -31.1% | +84.3% | +63.2% |
| 3Y | +54.9% | +3.0% | +51.9% | +48.7% |
| 5Y | +225.7% | -42.6% | +268.3% | +244.2% |
| 10Y | +170.7% | -21.1% | +191.8% | +134.6% |
| All | +149.9% | +24.8% | +125.0% | +90.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling