+298.0%
XLV vs KWEB
+21.1%
+277.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -3.6% | -5.6% | +2.0% | -2.8% |
| 30D | -1.8% | -10.7% | +8.8% | -0.3% |
| 3M | +7.8% | -7.4% | +15.2% | +8.8% |
| 6M | +9.1% | -19.3% | +28.4% | +12.2% |
| YTD | +7.7% | -27.8% | +35.5% | +12.4% |
| 1Y | +20.4% | -35.9% | +56.4% | +27.7% |
| 3Y | +30.8% | -1.9% | +32.7% | +27.9% |
| 5Y | +34.6% | -43.2% | +77.8% | +40.3% |
| 10Y | +173.4% | -21.2% | +194.5% | +142.1% |
| All | +298.0% | +21.1% | +277.0% | +211.5% |
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