-15.1%
KWEB vs VG
-34.8%
+19.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.4% |
| 7D | -4.3% | +7.0% | -11.4% | -4.4% |
| 30D | -13.0% | +17.2% | -30.2% | -13.2% |
| 3M | -7.6% | +16.8% | -24.4% | -7.9% |
| 6M | -21.1% | +36.3% | -57.5% | -22.4% |
| YTD | -28.2% | +127.9% | -156.1% | -32.1% |
| 1Y | -34.9% | +11.7% | -46.6% | -35.6% |
| All | -15.1% | -34.8% | +19.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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