+248.8%
XLF vs KWEB
-19.7%
+268.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.5% | -5.6% | +4.1% | -0.5% |
| 30D | -1.2% | -10.7% | +9.5% | +0.8% |
| 3M | +9.2% | -7.4% | +16.6% | +10.5% |
| 6M | +16.3% | -19.3% | +35.6% | +20.3% |
| YTD | +5.4% | -27.8% | +33.2% | +11.1% |
| 1Y | +7.6% | -35.9% | +43.5% | +15.6% |
| 3Y | +74.2% | -1.9% | +76.1% | +69.6% |
| 5Y | +66.1% | -43.2% | +109.3% | +75.7% |
| All | +248.8% | -19.7% | +268.6% | +220.5% |
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