+1,275.2%
XLK vs KWEB
+21.1%
+1,254.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.1% |
| 7D | +0.2% | -5.6% | +5.8% | +1.8% |
| 30D | -0.6% | -10.7% | +10.0% | +2.6% |
| 3M | +2.6% | -7.4% | +10.0% | +4.6% |
| 6M | +34.0% | -19.3% | +53.3% | +41.9% |
| YTD | +30.7% | -27.8% | +58.4% | +42.7% |
| 1Y | +39.2% | -35.9% | +75.1% | +57.2% |
| 3Y | +120.4% | -1.9% | +122.4% | +113.4% |
| 5Y | +148.8% | -43.2% | +192.0% | +168.5% |
| 10Y | +803.3% | -21.2% | +824.5% | +716.5% |
| All | +1,275.2% | +21.1% | +1,254.1% | +974.8% |
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