+464.2%
IVV vs KWEB
+28.2%
+436.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +0.1% | -8.7% | +8.8% | +1.9% |
| 3M | +2.0% | -4.0% | +6.0% | +2.7% |
| 6M | +13.0% | -13.1% | +26.2% | +16.0% |
| YTD | +13.6% | -23.5% | +37.1% | +19.6% |
| 1Y | +20.1% | -27.2% | +47.2% | +27.6% |
| 3Y | +77.6% | -2.1% | +79.7% | +73.0% |
| 5Y | +82.5% | -40.8% | +123.3% | +90.9% |
| 10Y | +316.5% | -17.5% | +334.0% | +269.9% |
| All | +464.2% | +28.2% | +436.0% | +337.1% |
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