-11.9%
KWEB vs VG
-38.0%
+26.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.8% | -2.7% |
| 7D | -1.3% | -2.5% | +1.2% | -1.3% |
| 30D | -11.5% | +11.1% | -22.6% | -11.7% |
| 3M | -2.9% | +14.9% | -17.8% | -3.2% |
| 6M | -14.6% | +18.4% | -33.0% | -15.6% |
| YTD | -25.5% | +116.6% | -142.1% | -29.5% |
| 1Y | -31.1% | +9.4% | -40.4% | -31.9% |
| All | -11.9% | -38.0% | +26.1% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling