+456.2%
IVV vs KWEB
+12.8%
+443.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.4% |
| 7D | +3.3% | -7.5% | +10.8% | +5.0% |
| 30D | -2.7% | -7.3% | +4.7% | -1.2% |
| 3M | -1.7% | -16.8% | +15.1% | +2.0% |
| 6M | +3.2% | -21.4% | +24.6% | +8.0% |
| YTD | +12.0% | -32.7% | +44.7% | +20.9% |
| 1Y | +12.1% | -38.2% | +50.3% | +23.2% |
| 3Y | +78.6% | -4.8% | +83.5% | +74.8% |
| 5Y | +73.8% | -47.1% | +121.0% | +86.8% |
| 10Y | +312.1% | -22.4% | +334.5% | +269.2% |
| All | +456.2% | +12.8% | +443.4% | +342.0% |
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 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