-22.5%
KWEB vs VIG
+250.0%
-272.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | 0.0% |
| 7D | -5.6% | -1.1% | -4.5% | -4.6% |
| 30D | -10.7% | -2.7% | -7.9% | -8.3% |
| 3M | -7.4% | +2.5% | -10.0% | -9.6% |
| 6M | -19.3% | +9.2% | -28.5% | -25.8% |
| YTD | -27.8% | +9.8% | -37.6% | -33.8% |
| 1Y | -35.9% | +12.4% | -48.3% | -42.5% |
| 3Y | -1.9% | +55.9% | -57.8% | -35.2% |
| 5Y | -43.2% | +63.9% | -107.1% | -63.9% |
| All | -22.5% | +250.0% | -272.5% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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