-22.5%
KWEB vs LVS
0.0%
-22.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.4% |
| 7D | -5.6% | -3.5% | -2.1% | -3.9% |
| 30D | -10.7% | -6.2% | -4.4% | -7.9% |
| 3M | -7.4% | -14.8% | +7.4% | -0.2% |
| 6M | -19.3% | -20.9% | +1.5% | -10.4% |
| YTD | -27.8% | -33.0% | +5.3% | -13.8% |
| 1Y | -35.9% | -20.0% | -15.9% | -31.0% |
| 3Y | -1.9% | -6.9% | +5.0% | -5.2% |
| 5Y | -43.2% | +9.1% | -52.3% | -50.7% |
| All | -22.5% | 0.0% | -22.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling