-1.9%
KWEB vs VSH
+42.0%
-44.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.5% | -0.4% |
| 7D | -5.6% | +4.8% | -10.3% | -6.3% |
| 30D | -10.7% | -0.7% | -10.0% | -10.7% |
| 3M | -7.4% | -43.1% | +35.6% | +1.2% |
| 6M | -19.3% | +91.8% | -111.1% | -34.5% |
| YTD | -27.8% | +131.6% | -159.4% | -44.1% |
| 1Y | -35.9% | +118.1% | -154.0% | -49.9% |
| 3Y | -1.9% | +40.9% | -42.8% | -12.9% |
| All | -1.9% | +42.0% | -44.0% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling