-20.6%
KWEB vs VT
+222.7%
-243.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -1.5% |
| 7D | -3.6% | -0.1% | -3.4% | -3.4% |
| 30D | -14.9% | -0.7% | -14.2% | -14.2% |
| 3M | -5.4% | +4.0% | -9.4% | -10.3% |
| 6M | -18.9% | +12.3% | -31.2% | -30.0% |
| YTD | -27.2% | +14.0% | -41.3% | -38.3% |
| 1Y | -34.2% | +20.3% | -54.5% | -47.8% |
| 3Y | +0.6% | +75.4% | -74.8% | -50.0% |
| 5Y | -43.5% | +66.0% | -109.4% | -69.0% |
| 10Y | -20.6% | +228.2% | -248.8% | -79.9% |
| All | -20.6% | +222.7% | -243.3% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling