+371.9%
XLI vs KWEB
+22.0%
+350.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | -0.6% | -3.6% | +3.0% | +0.1% |
| 30D | -6.9% | -14.9% | +8.0% | -4.2% |
| 3M | -1.9% | -5.4% | +3.5% | -1.1% |
| 6M | +1.0% | -18.9% | +19.9% | +4.7% |
| YTD | +11.3% | -27.2% | +38.6% | +17.6% |
| 1Y | +15.8% | -34.2% | +50.0% | +24.5% |
| 3Y | +69.8% | +0.6% | +69.2% | +64.9% |
| 5Y | +80.9% | -43.5% | +124.4% | +90.6% |
| 10Y | +257.2% | -20.6% | +277.8% | +213.6% |
| All | +371.9% | +22.0% | +350.0% | +261.4% |
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