+64.3%
XLF vs KWEB
-42.7%
+107.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.5% | -5.6% | +4.1% | -0.8% |
| 30D | -1.2% | -10.7% | +9.5% | +0.1% |
| 3M | +9.2% | -7.4% | +16.6% | +10.1% |
| 6M | +16.3% | -19.3% | +35.6% | +19.0% |
| YTD | +5.4% | -27.8% | +33.2% | +9.3% |
| 1Y | +7.6% | -35.9% | +43.5% | +13.0% |
| 3Y | +74.2% | -1.9% | +76.1% | +71.7% |
| All | +64.3% | -42.7% | +107.0% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling