+21.3%
KWEB vs VSH
+174.7%
-153.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -3.6% | +3.5% | -7.1% | -4.7% |
| 30D | -14.9% | -4.4% | -10.5% | -14.0% |
| 3M | -5.4% | -45.8% | +40.4% | +11.4% |
| 6M | -18.9% | +90.1% | -109.0% | -41.4% |
| YTD | -27.2% | +120.3% | -147.5% | -50.7% |
| 1Y | -34.2% | +112.2% | -146.5% | -55.2% |
| 3Y | +0.6% | +36.6% | -36.0% | -23.4% |
| 5Y | -43.5% | +67.0% | -110.5% | -61.4% |
| 10Y | -20.6% | +179.5% | -200.1% | -61.4% |
| All | +21.3% | +174.7% | -153.4% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling