-42.1%
KWEB vs VCLT
-17.2%
-24.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -5.6% | -1.4% | -4.2% | -4.7% |
| 30D | -10.7% | -1.2% | -9.5% | -10.0% |
| 3M | -7.4% | -4.8% | -2.6% | -4.5% |
| 6M | -19.3% | -2.6% | -16.7% | -18.0% |
| YTD | -27.8% | -3.3% | -24.4% | -26.2% |
| 1Y | -35.9% | -4.8% | -31.1% | -33.9% |
| 3Y | -1.9% | +11.5% | -13.5% | -9.4% |
| All | -42.1% | -17.2% | -24.9% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling