-22.5%
KWEB vs VFC
-69.1%
+46.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -0.4% |
| 7D | -5.6% | -1.4% | -4.2% | -5.3% |
| 30D | -10.7% | -9.0% | -1.7% | -8.7% |
| 3M | -7.4% | -24.2% | +16.8% | -2.1% |
| 6M | -19.3% | -18.5% | -0.8% | -16.5% |
| YTD | -27.8% | -25.9% | -1.9% | -23.9% |
| 1Y | -35.9% | -13.0% | -23.0% | -35.8% |
| 3Y | -1.9% | -20.3% | +18.4% | -10.8% |
| 5Y | -43.2% | -78.1% | +34.9% | -22.8% |
| All | -22.5% | -69.1% | +46.6% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling