+210.0%
XLP vs KWEB
+18.4%
+191.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +2.3% | +3.4% | -1.0% | +2.1% |
| 30D | +9.1% | -3.5% | +12.6% | +9.4% |
| 3M | +7.9% | -17.4% | +25.2% | +9.5% |
| 6M | +9.6% | -18.6% | +28.2% | +11.2% |
| YTD | +19.4% | -29.3% | +48.8% | +22.5% |
| 1Y | +22.4% | -35.9% | +58.3% | +26.5% |
| 3Y | +43.2% | -0.1% | +43.2% | +41.0% |
| 5Y | +42.6% | -41.2% | +83.7% | +45.2% |
| 10Y | +135.4% | -18.9% | +154.4% | +117.6% |
| All | +210.0% | +18.4% | +191.6% | +160.6% |
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