+19.6%
KWEB vs LVS
+10.2%
+9.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.6% |
| 7D | -4.3% | -4.3% | 0.0% | -2.3% |
| 30D | -13.0% | -6.8% | -6.2% | -10.1% |
| 3M | -7.6% | -15.6% | +8.1% | -0.2% |
| 6M | -21.1% | -20.6% | -0.5% | -12.8% |
| YTD | -28.2% | -33.4% | +5.2% | -14.7% |
| 1Y | -34.9% | -20.1% | -14.7% | -29.9% |
| 3Y | -0.8% | -7.4% | +6.7% | -3.4% |
| 5Y | -43.6% | +8.5% | -52.1% | -50.2% |
| 10Y | -21.7% | -1.7% | -20.0% | -33.8% |
| All | +19.6% | +10.2% | +9.4% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling