+21.3%
KWEB vs VMC
+475.9%
-454.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.3% |
| 7D | -3.6% | -5.3% | +1.7% | -1.9% |
| 30D | -14.9% | -12.3% | -2.6% | -11.5% |
| 3M | -5.4% | -10.3% | +4.8% | -2.8% |
| 6M | -18.9% | -8.6% | -10.3% | -17.2% |
| YTD | -27.2% | -11.9% | -15.3% | -25.2% |
| 1Y | -34.2% | -13.9% | -20.3% | -32.1% |
| 3Y | +0.6% | +18.2% | -17.5% | -7.7% |
| 5Y | -43.5% | +47.7% | -91.2% | -52.1% |
| 10Y | -20.6% | +152.5% | -173.1% | -47.7% |
| All | +21.3% | +475.9% | -454.6% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling