+327.3%
XLF vs KWEB
+20.3%
+307.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.1% |
| 7D | -2.9% | -4.3% | +1.4% | -2.1% |
| 30D | -1.6% | -13.0% | +11.4% | +1.0% |
| 3M | +9.3% | -7.6% | +16.8% | +10.7% |
| 6M | +14.6% | -21.1% | +35.7% | +19.4% |
| YTD | +4.7% | -28.2% | +33.0% | +10.9% |
| 1Y | +8.6% | -34.9% | +43.5% | +17.1% |
| 3Y | +73.9% | -0.8% | +74.6% | +68.3% |
| 5Y | +65.0% | -43.6% | +108.6% | +73.2% |
| 10Y | +250.4% | -21.7% | +272.1% | +206.2% |
| All | +327.3% | +20.3% | +307.0% | +221.6% |
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