-9.5%
KWEB vs VG
-39.3%
+29.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | -1.0% | +1.7% | -2.7% | -1.1% |
| 30D | -8.7% | +16.0% | -24.7% | -8.9% |
| 3M | -4.0% | +9.7% | -13.7% | -4.2% |
| 6M | -13.1% | +29.6% | -42.7% | -14.7% |
| YTD | -23.5% | +112.0% | -135.5% | -27.6% |
| 1Y | -27.2% | +12.8% | -40.0% | -28.2% |
| All | -9.5% | -39.3% | +29.8% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling