+215.2%
XLY vs KWEB
-19.7%
+234.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -1.7% | -5.6% | +3.9% | -0.2% |
| 30D | -4.2% | -10.7% | +6.5% | -1.4% |
| 3M | -2.7% | -7.4% | +4.7% | -0.9% |
| 6M | -0.6% | -19.3% | +18.7% | +4.7% |
| YTD | -5.0% | -27.8% | +22.7% | +2.7% |
| 1Y | -4.1% | -35.9% | +31.8% | +6.8% |
| 3Y | +33.6% | -1.9% | +35.5% | +29.4% |
| 5Y | +28.7% | -43.2% | +71.9% | +38.6% |
| All | +215.2% | -19.7% | +234.9% | +181.6% |
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 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