+20.4%
KWEB vs VNQ
+129.0%
-108.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.3% |
| 7D | -5.6% | -1.3% | -4.3% | -4.9% |
| 30D | -10.7% | -2.6% | -8.1% | -9.4% |
| 3M | -7.4% | -2.0% | -5.4% | -6.6% |
| 6M | -19.3% | +4.3% | -23.6% | -21.3% |
| YTD | -27.8% | +9.2% | -37.0% | -31.3% |
| 1Y | -35.9% | +5.6% | -41.5% | -38.1% |
| 3Y | -1.9% | +30.8% | -32.8% | -16.3% |
| 5Y | -43.2% | +8.0% | -51.2% | -46.6% |
| 10Y | -21.2% | +63.7% | -84.9% | -42.2% |
| All | +20.4% | +129.0% | -108.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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