+106.2%
XLP vs KWEB
-22.5%
+128.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -2.9% | -3.6% | +0.7% | -2.7% |
| 30D | -2.2% | -14.9% | +12.7% | -1.1% |
| 3M | -0.6% | -5.4% | +4.9% | -0.2% |
| 6M | -2.2% | -18.9% | +16.7% | -0.8% |
| YTD | +8.3% | -27.2% | +35.5% | +10.5% |
| 1Y | +5.7% | -34.2% | +40.0% | +8.6% |
| 3Y | +25.7% | +0.6% | +25.0% | +23.9% |
| 5Y | +31.3% | -43.5% | +74.8% | +34.9% |
| 10Y | +106.2% | -20.6% | +126.7% | +85.3% |
| All | +106.2% | -22.5% | +128.6% | +85.3% |
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