-18.9%
KWEB vs VIG
+9.7%
-28.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.8% |
| 7D | -3.6% | -1.2% | -2.4% | -2.5% |
| 30D | -14.9% | -2.8% | -12.1% | -12.6% |
| 3M | -5.4% | +2.5% | -7.9% | -8.2% |
| 6M | -18.9% | +8.1% | -27.0% | -26.8% |
| All | -18.9% | +9.7% | -28.5% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling