+20.4%
KWEB vs VIVK
-100.0%
+120.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.0% | +0.7% |
| 7D | -5.6% | -4.4% | -1.2% | -5.6% |
| 30D | -10.7% | -40.8% | +30.1% | -10.6% |
| 3M | -7.4% | -94.1% | +86.7% | -7.1% |
| 6M | -19.3% | -98.2% | +78.9% | -19.0% |
| YTD | -27.8% | -98.0% | +70.3% | -27.5% |
| 1Y | -35.9% | -100.0% | +64.0% | -35.3% |
| 3Y | -1.9% | -100.0% | +98.1% | -1.2% |
| 5Y | -43.2% | -100.0% | +56.8% | -42.8% |
| 10Y | -21.2% | -100.0% | +78.8% | -20.3% |
| All | +20.4% | -100.0% | +120.4% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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