-17.8%
KWEB vs VG
-46.6%
+28.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -1.6% |
| 7D | -2.7% | +5.5% | -8.2% | -2.7% |
| 30D | -4.4% | -3.6% | -0.8% | -4.4% |
| 3M | -15.7% | -4.0% | -11.8% | -15.8% |
| 6M | -20.0% | +9.4% | -29.4% | -20.4% |
| YTD | -30.5% | +86.6% | -117.1% | -34.2% |
| 1Y | -36.6% | +69.5% | -106.1% | -39.6% |
| All | -17.8% | -46.6% | +28.8% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling