-33.9%
KWEB vs VSH
+62.1%
-96.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.1% | +9.5% | +4.8% |
| 7D | +5.8% | -13.6% | +19.4% | +6.9% |
| 30D | -1.0% | -30.4% | +29.4% | +1.7% |
| 3M | -15.8% | -33.3% | +17.5% | -13.5% |
| 6M | -14.9% | -15.1% | +0.1% | -20.6% |
| YTD | -28.6% | +80.2% | -108.8% | -43.2% |
| 1Y | -33.9% | +63.4% | -97.3% | -46.8% |
| All | -33.9% | +62.1% | -96.0% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling