+57.4%
XLE vs KWEB
-2.9%
+60.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +0.5% | -4.3% | +4.8% | +0.9% |
| 30D | +6.6% | -13.0% | +19.6% | +8.0% |
| 3M | +12.3% | -7.6% | +19.8% | +13.0% |
| 6M | +18.4% | -21.1% | +39.5% | +21.2% |
| YTD | +47.2% | -28.2% | +75.5% | +52.6% |
| 1Y | +50.3% | -34.9% | +85.1% | +57.8% |
| All | +57.4% | -2.9% | +60.3% | +56.8% |
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