+20.4%
KWEB vs VIG
+339.7%
-319.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | 0.0% |
| 7D | -5.6% | -1.1% | -4.5% | -4.5% |
| 30D | -10.7% | -2.7% | -7.9% | -8.2% |
| 3M | -7.4% | +2.5% | -10.0% | -9.7% |
| 6M | -19.3% | +9.2% | -28.5% | -26.0% |
| YTD | -27.8% | +9.8% | -37.6% | -34.1% |
| 1Y | -35.9% | +12.4% | -48.3% | -42.8% |
| 3Y | -1.9% | +55.9% | -57.8% | -36.6% |
| 5Y | -43.2% | +63.9% | -107.1% | -64.7% |
| 10Y | -21.2% | +249.1% | -270.2% | -78.7% |
| All | +20.4% | +339.7% | -319.3% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling