-22.5%
KWEB vs VCLT
+17.1%
-39.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -5.6% | -1.4% | -4.2% | -4.9% |
| 30D | -10.7% | -1.2% | -9.5% | -10.2% |
| 3M | -7.4% | -4.8% | -2.6% | -5.3% |
| 6M | -19.3% | -2.6% | -16.7% | -18.3% |
| YTD | -27.8% | -3.3% | -24.4% | -26.6% |
| 1Y | -35.9% | -4.8% | -31.1% | -34.4% |
| 3Y | -1.9% | +11.5% | -13.5% | -7.1% |
| 5Y | -43.2% | -17.0% | -26.2% | -41.0% |
| All | -22.5% | +17.1% | -39.6% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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