+529.4%
XYZ vs KWEB
-22.2%
+551.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.1% |
| 7D | -2.1% | -7.5% | +5.4% | +2.6% |
| 30D | +7.0% | -7.3% | +14.3% | +12.2% |
| 3M | +5.1% | -16.8% | +21.9% | +17.4% |
| 6M | +14.1% | -21.4% | +35.5% | +30.7% |
| YTD | +26.4% | -32.7% | +59.1% | +58.9% |
| 1Y | +25.1% | -38.2% | +63.3% | +65.4% |
| 3Y | +59.7% | -4.8% | +64.6% | +46.0% |
| 5Y | -63.8% | -47.1% | -16.7% | -52.8% |
| 10Y | +592.4% | -22.4% | +614.8% | +577.3% |
| All | +529.4% | -22.2% | +551.6% | +484.4% |
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