+147.1%
XLE vs KWEB
+28.2%
+118.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | +11.8% | -8.7% | +20.5% | +13.6% |
| 3M | +9.8% | -4.0% | +13.8% | +10.4% |
| 6M | +15.6% | -13.1% | +28.7% | +18.0% |
| YTD | +45.3% | -23.5% | +68.7% | +51.8% |
| 1Y | +48.3% | -27.2% | +75.5% | +56.2% |
| 3Y | +55.4% | -2.1% | +57.6% | +50.9% |
| 5Y | +216.1% | -40.8% | +256.9% | +231.8% |
| 10Y | +178.4% | -17.5% | +195.9% | +138.8% |
| All | +147.1% | +28.2% | +118.9% | +87.0% |
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 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