+533.2%
XYZ vs KWEB
-11.6%
+544.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.9% |
| 7D | -1.0% | -1.0% | +0.1% | -0.4% |
| 30D | -1.7% | -8.7% | +7.0% | +3.7% |
| 3M | +16.7% | -4.0% | +20.7% | +19.1% |
| 6M | +26.9% | -13.1% | +40.0% | +36.6% |
| YTD | +27.1% | -23.5% | +50.6% | +47.8% |
| 1Y | +9.3% | -27.2% | +36.4% | +30.6% |
| 3Y | +42.3% | -2.1% | +44.4% | +28.9% |
| 5Y | -69.3% | -40.8% | -28.5% | -63.0% |
| 10Y | +586.8% | -17.5% | +604.3% | +544.8% |
| All | +533.2% | -11.6% | +544.8% | +443.6% |
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 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