+203.7%
XOM vs KWEB
+20.3%
+183.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +1.9% | -4.3% | +6.2% | +2.4% |
| 30D | +4.1% | -13.0% | +17.1% | +6.0% |
| 3M | +10.4% | -7.6% | +18.0% | +11.4% |
| 6M | +13.0% | -21.1% | +34.2% | +16.2% |
| YTD | +40.1% | -28.2% | +68.3% | +45.8% |
| 1Y | +51.1% | -34.9% | +86.0% | +59.3% |
| 3Y | +57.7% | -0.8% | +58.5% | +53.7% |
| 5Y | +264.7% | -43.6% | +308.3% | +280.6% |
| 10Y | +193.1% | -21.7% | +214.8% | +165.0% |
| All | +203.7% | +20.3% | +183.4% | +157.7% |
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