-42.1%
KWEB vs VMC
+47.0%
-89.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -5.6% | -3.8% | -1.8% | -4.3% |
| 30D | -10.7% | -9.7% | -1.0% | -7.6% |
| 3M | -7.4% | -9.6% | +2.2% | -4.8% |
| 6M | -19.3% | -4.8% | -14.5% | -18.9% |
| YTD | -27.8% | -10.9% | -16.9% | -26.1% |
| 1Y | -35.9% | -15.6% | -20.4% | -33.3% |
| 3Y | -1.9% | +19.3% | -21.3% | -14.3% |
| All | -42.1% | +47.0% | -89.1% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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