+6.8%
XLP vs KWEB
-35.4%
+42.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -2.5% | -4.3% | +1.8% | -2.4% |
| 30D | -1.9% | -13.0% | +11.1% | -1.6% |
| 3M | -2.1% | -7.6% | +5.4% | -1.9% |
| 6M | -1.8% | -21.1% | +19.3% | -1.5% |
| YTD | +8.3% | -28.2% | +36.5% | +8.0% |
| 1Y | +6.8% | -34.9% | +41.7% | +5.7% |
| All | +6.8% | -35.4% | +42.2% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling