-1.9%
KWEB vs VO
+55.8%
-57.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | 0.0% |
| 7D | -5.6% | -1.5% | -4.0% | -4.3% |
| 30D | -10.7% | -3.0% | -7.6% | -8.3% |
| 3M | -7.4% | +2.8% | -10.2% | -9.8% |
| 6M | -19.3% | +10.9% | -30.3% | -26.5% |
| YTD | -27.8% | +12.5% | -40.2% | -34.9% |
| 1Y | -35.9% | +12.0% | -47.9% | -42.1% |
| 3Y | -1.9% | +56.3% | -58.2% | -34.6% |
| All | -1.9% | +55.8% | -57.8% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling