+60.5%
XOM vs KWEB
-2.3%
+62.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +4.1% | -5.6% | +9.7% | +4.4% |
| 30D | +4.6% | -10.7% | +15.3% | +5.3% |
| 3M | +14.0% | -7.4% | +21.4% | +14.4% |
| 6M | +11.0% | -19.3% | +30.3% | +12.5% |
| YTD | +40.7% | -27.8% | +68.5% | +44.1% |
| 1Y | +52.3% | -35.9% | +88.2% | +57.8% |
| 3Y | +60.5% | -1.9% | +62.4% | +59.0% |
| All | +60.5% | -2.3% | +62.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling