+227.1%
XLU vs KWEB
+21.1%
+206.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -1.6% | -5.6% | +4.0% | -1.3% |
| 30D | -3.3% | -10.7% | +7.4% | -2.7% |
| 3M | -3.2% | -7.4% | +4.3% | -2.8% |
| 6M | -7.0% | -19.3% | +12.4% | -6.0% |
| YTD | +0.6% | -27.8% | +28.4% | +2.3% |
| 1Y | +2.4% | -35.9% | +38.4% | +4.7% |
| 3Y | +46.3% | -1.9% | +48.2% | +45.1% |
| 5Y | +44.0% | -43.2% | +87.2% | +46.1% |
| 10Y | +140.1% | -21.2% | +161.2% | +130.5% |
| All | +227.1% | +21.1% | +206.0% | +195.9% |
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