-22.5%
KWEB vs VO
+200.3%
-222.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.1% |
| 7D | -5.6% | -1.5% | -4.0% | -4.1% |
| 30D | -10.7% | -3.0% | -7.6% | -8.0% |
| 3M | -7.4% | +2.8% | -10.2% | -10.0% |
| 6M | -19.3% | +10.9% | -30.3% | -27.2% |
| YTD | -27.8% | +12.5% | -40.2% | -35.6% |
| 1Y | -35.9% | +12.0% | -47.9% | -42.7% |
| 3Y | -1.9% | +56.3% | -58.2% | -37.1% |
| 5Y | -43.2% | +42.9% | -86.1% | -59.7% |
| All | -22.5% | +200.3% | -222.8% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling