+179.2%
XLE vs KWEB
-21.5%
+200.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | -7.8% | +13.3% | +6.8% |
| 30D | -3.9% | -6.4% | +2.5% | -3.0% |
| 3M | +7.0% | -14.6% | +21.6% | +9.6% |
| 6M | +14.2% | -25.0% | +39.2% | +19.2% |
| YTD | +48.2% | -32.7% | +80.8% | +57.1% |
| 1Y | +47.7% | -37.3% | +85.0% | +58.5% |
| 3Y | +70.0% | -5.9% | +75.9% | +66.4% |
| 5Y | +169.1% | -47.1% | +216.2% | +192.9% |
| All | +179.2% | -21.5% | +200.7% | +156.1% |
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