+21.3%
KWEB vs VFC
-60.7%
+82.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | -3.6% | -2.3% | -1.2% | -3.0% |
| 30D | -14.9% | -13.4% | -1.5% | -11.8% |
| 3M | -5.4% | -23.7% | +18.3% | +0.1% |
| 6M | -18.9% | -24.5% | +5.6% | -14.3% |
| YTD | -27.2% | -27.8% | +0.6% | -22.6% |
| 1Y | -34.2% | -13.5% | -20.8% | -34.0% |
| 3Y | +0.6% | -27.1% | +27.7% | -6.6% |
| 5Y | -43.5% | -79.0% | +35.5% | -21.2% |
| 10Y | -20.6% | -68.7% | +48.2% | -11.1% |
| All | +21.3% | -60.7% | +82.0% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling