-42.1%
KWEB vs VIG
+63.0%
-105.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | -0.1% |
| 7D | -5.6% | -1.1% | -4.5% | -4.4% |
| 30D | -10.7% | -2.7% | -7.9% | -7.9% |
| 3M | -7.4% | +2.5% | -10.0% | -10.0% |
| 6M | -19.3% | +9.2% | -28.5% | -26.9% |
| YTD | -27.8% | +9.8% | -37.6% | -34.9% |
| 1Y | -35.9% | +12.4% | -48.3% | -43.7% |
| 3Y | -1.9% | +55.9% | -57.8% | -41.2% |
| All | -42.1% | +63.0% | -105.1% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling