+192.9%
XOM vs KWEB
-19.7%
+212.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +4.1% | -5.6% | +9.7% | +4.8% |
| 30D | +4.6% | -10.7% | +15.3% | +6.0% |
| 3M | +14.0% | -7.4% | +21.4% | +14.9% |
| 6M | +11.0% | -19.3% | +30.3% | +13.5% |
| YTD | +40.7% | -27.8% | +68.5% | +45.9% |
| 1Y | +52.3% | -35.9% | +88.2% | +60.3% |
| 3Y | +60.5% | -1.9% | +62.4% | +57.0% |
| 5Y | +266.4% | -43.2% | +309.6% | +287.0% |
| All | +192.9% | -19.7% | +212.6% | +174.5% |
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 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