-27.2%
KWEB vs VFC
-6.8%
-20.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.7% |
| 7D | -1.0% | -1.6% | +0.6% | -0.8% |
| 30D | -8.7% | -11.6% | +2.9% | -7.3% |
| 3M | -4.0% | -18.1% | +14.1% | -2.3% |
| 6M | -13.1% | -27.4% | +14.2% | -10.1% |
| YTD | -23.5% | -24.8% | +1.3% | -21.3% |
| 1Y | -27.2% | -8.2% | -18.9% | -28.4% |
| All | -27.2% | -6.8% | -20.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling